-39.1%
JOBY vs TCOM
+9.5%
-48.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -5.2% | -4.9% | -0.3% | -3.5% |
| 30D | -19.7% | -14.4% | -5.3% | -15.4% |
| 3M | -31.7% | -17.7% | -14.1% | -27.4% |
| 6M | -37.5% | -25.1% | -12.4% | -31.2% |
| YTD | -51.6% | -45.7% | -5.9% | -41.2% |
| 1Y | -53.3% | -47.9% | -5.4% | -42.5% |
| 3Y | -12.2% | +8.9% | -21.2% | -16.6% |
| 5Y | -31.3% | +26.9% | -58.1% | -43.6% |
| All | -39.1% | +9.5% | -48.7% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling