-80.8%
TTD vs JOBY
-33.6%
-47.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.1% |
| 7D | -7.4% | -8.2% | +0.7% | -5.4% |
| 30D | +3.0% | -25.1% | +28.1% | +10.9% |
| 3M | -27.6% | -28.8% | +1.2% | -22.4% |
| 6M | -49.5% | -36.1% | -13.4% | -45.4% |
| YTD | -63.2% | -52.2% | -11.0% | -57.4% |
| 1Y | -69.7% | -52.4% | -17.3% | -66.0% |
| 3Y | -83.3% | -13.6% | -69.8% | -86.6% |
| 5Y | -80.8% | -32.2% | -48.7% | -87.6% |
| All | -80.8% | -33.6% | -47.2% | -87.6% |
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 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