-36.1%
JOBY vs TCOM
-25.7%
-10.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -4.4% |
| 7D | -5.9% | -10.2% | +4.3% | -0.5% |
| 30D | -27.1% | -16.8% | -10.3% | -19.6% |
| 3M | -30.7% | -16.7% | -14.1% | -22.9% |
| 6M | -36.1% | -27.1% | -9.0% | -11.4% |
| All | -36.1% | -25.7% | -10.3% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling