-39.1%
JOBY vs TDY
+70.1%
-109.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.2% |
| 7D | -5.2% | -1.1% | -4.1% | -4.2% |
| 30D | -19.7% | -12.0% | -7.7% | -10.0% |
| 3M | -31.7% | -3.2% | -28.5% | -29.7% |
| 6M | -37.5% | -7.9% | -29.7% | -32.3% |
| YTD | -51.6% | +18.2% | -69.8% | -58.3% |
| 1Y | -53.3% | +6.7% | -59.9% | -55.6% |
| 3Y | -12.2% | +47.5% | -59.8% | -36.0% |
| 5Y | -31.3% | +39.5% | -70.8% | -48.4% |
| All | -39.1% | +70.1% | -109.2% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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