-28.0%
JOBY vs TAP
-0.1%
-27.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -5.2% | -3.9% | -1.3% | -4.7% |
| 30D | -19.7% | -5.3% | -14.5% | -19.2% |
| 3M | -31.7% | -3.8% | -28.0% | -31.6% |
| 6M | -37.5% | -11.4% | -26.2% | -36.5% |
| YTD | -51.6% | -13.7% | -37.8% | -50.8% |
| 1Y | -53.3% | -17.2% | -36.1% | -52.2% |
| 3Y | -12.2% | -33.1% | +20.8% | -6.1% |
| All | -28.0% | -0.1% | -27.9% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling