-34.9%
JOBY vs TAP
+12.0%
-46.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.0% |
| 7D | +2.2% | -2.3% | +4.6% | +2.5% |
| 30D | -20.8% | -9.4% | -11.4% | -19.9% |
| 3M | -29.5% | -0.8% | -28.7% | -29.7% |
| 6M | -28.4% | -14.7% | -13.6% | -26.9% |
| YTD | -48.2% | -13.9% | -34.2% | -47.5% |
| 1Y | -49.1% | -18.6% | -30.4% | -47.9% |
| 3Y | -6.3% | -32.0% | +25.7% | -1.4% |
| 5Y | -27.2% | -1.0% | -26.2% | -29.6% |
| All | -34.9% | +12.0% | -46.9% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling