+51.8%
TMUS vs JOBY
-44.4%
+96.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.2% | -0.6% |
| 7D | +4.9% | -14.3% | +19.2% | +5.1% |
| 30D | +7.7% | +10.2% | -2.5% | +7.5% |
| 3M | -6.8% | -38.5% | +31.7% | -6.1% |
| 6M | -9.7% | -54.1% | +44.4% | -8.7% |
| YTD | -15.0% | -61.5% | +46.6% | -13.7% |
| 1Y | -19.1% | -65.7% | +46.5% | -17.7% |
| 3Y | +21.4% | -7.0% | +28.4% | +15.8% |
| All | +51.8% | -44.4% | +96.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JOBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling