-65.8%
JOBY vs TCOM
-39.6%
-26.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +1.0% | +3.1% |
| 7D | -0.6% | +10.7% | -11.3% | -3.8% |
| 30D | -12.6% | +10.1% | -22.7% | -15.4% |
| 3M | -36.6% | -8.9% | -27.8% | -34.4% |
| 6M | -43.0% | -19.2% | -23.8% | -37.6% |
| YTD | -61.7% | -40.6% | -21.1% | -57.4% |
| 1Y | -65.8% | -39.0% | -26.7% | -62.9% |
| All | -65.8% | -39.6% | -26.2% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling