-12.2%
JOBY vs TCOM
+8.0%
-20.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.9% |
| 7D | -5.2% | -4.9% | -0.3% | -3.2% |
| 30D | -19.7% | -14.4% | -5.3% | -14.6% |
| 3M | -31.7% | -17.7% | -14.1% | -26.6% |
| 6M | -37.5% | -25.1% | -12.4% | -29.9% |
| YTD | -51.6% | -45.7% | -5.9% | -39.3% |
| 1Y | -53.3% | -47.9% | -5.4% | -40.5% |
| 3Y | -12.2% | +8.9% | -21.2% | -11.7% |
| All | -12.2% | +8.0% | -20.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling