-81.8%
TTD vs JOBY
-41.1%
-40.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | +0.4% |
| 7D | -4.6% | -5.9% | +1.3% | -3.3% |
| 30D | +3.7% | -27.1% | +30.8% | +11.5% |
| 3M | -30.2% | -30.7% | +0.5% | -25.2% |
| 6M | -51.4% | -36.1% | -15.3% | -47.8% |
| YTD | -63.4% | -51.4% | -12.1% | -58.4% |
| 1Y | -73.5% | -52.2% | -21.4% | -70.5% |
| 3Y | -83.5% | -12.1% | -71.4% | -86.2% |
| 5Y | -80.9% | -31.1% | -49.8% | -86.7% |
| All | -81.8% | -41.1% | -40.7% | -86.1% |
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