-81.2%
TTD vs JOBY
-41.4%
-39.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.4% | +2.4% |
| 7D | -0.6% | -5.2% | +4.6% | +0.6% |
| 30D | +6.3% | -19.7% | +26.0% | +11.9% |
| 3M | -24.1% | -31.7% | +7.6% | -18.3% |
| 6M | -47.4% | -37.5% | -9.9% | -43.2% |
| YTD | -62.2% | -51.6% | -10.6% | -57.0% |
| 1Y | -68.3% | -53.3% | -15.0% | -64.5% |
| 3Y | -83.4% | -12.2% | -71.2% | -86.2% |
| 5Y | -80.3% | -31.3% | -49.0% | -86.3% |
| All | -81.2% | -41.4% | -39.8% | -85.6% |
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