+41.3%
TSCO vs JOBY
-41.4%
+82.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -5.7% | -5.2% | -0.5% | -5.3% |
| 30D | -8.8% | -19.7% | +11.0% | -7.5% |
| 3M | +6.3% | -31.7% | +38.1% | +8.7% |
| 6M | -32.3% | -37.5% | +5.3% | -30.7% |
| YTD | -32.7% | -51.6% | +18.9% | -30.1% |
| 1Y | -43.7% | -53.3% | +9.6% | -41.8% |
| 3Y | -19.7% | -12.2% | -7.4% | -23.8% |
| 5Y | -11.6% | -31.3% | +19.7% | -19.2% |
| All | +41.3% | -41.4% | +82.7% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling