+434.2%
TSM vs JOBY
-41.4%
+475.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | +1.0% | -5.2% | +6.2% | +1.8% |
| 30D | +1.0% | -19.7% | +20.7% | +4.2% |
| 3M | +2.9% | -31.7% | +34.6% | +8.5% |
| 6M | +22.8% | -37.5% | +60.4% | +30.4% |
| YTD | +43.3% | -51.6% | +94.9% | +56.4% |
| 1Y | +69.2% | -53.3% | +122.5% | +83.8% |
| 3Y | +404.5% | -12.2% | +416.7% | +375.4% |
| 5Y | +282.2% | -31.3% | +313.5% | +233.7% |
| All | +434.2% | -41.4% | +475.5% | +400.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling