-39.9%
JOBY vs TAP
+10.9%
-50.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -8.2% | -5.3% | -2.9% | -7.6% |
| 30D | -25.1% | -7.4% | -17.7% | -24.4% |
| 3M | -28.8% | -4.9% | -23.9% | -28.5% |
| 6M | -36.1% | -14.2% | -21.9% | -34.9% |
| YTD | -52.2% | -14.8% | -37.4% | -51.5% |
| 1Y | -52.4% | -18.1% | -34.3% | -51.4% |
| 3Y | -13.6% | -32.7% | +19.2% | -8.9% |
| 5Y | -32.2% | -0.5% | -31.7% | -34.3% |
| All | -39.9% | +10.9% | -50.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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