-38.9%
JOBY vs TCOM
+10.0%
-48.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -5.0% |
| 7D | -5.9% | -10.2% | +4.3% | -2.4% |
| 30D | -27.1% | -16.8% | -10.3% | -22.4% |
| 3M | -30.7% | -16.7% | -14.1% | -26.7% |
| 6M | -36.1% | -27.1% | -9.0% | -28.9% |
| YTD | -51.4% | -45.5% | -5.9% | -41.0% |
| 1Y | -52.2% | -45.9% | -6.3% | -41.9% |
| 3Y | -12.1% | +9.8% | -21.8% | -16.7% |
| 5Y | -31.1% | +23.8% | -54.9% | -43.4% |
| All | -38.9% | +10.0% | -48.9% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling