-65.8%
JOBY vs TFC
+20.8%
-86.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.2% | +3.3% |
| 7D | -0.6% | +5.1% | -5.7% | -1.9% |
| 30D | -12.6% | +9.8% | -22.4% | -14.9% |
| 3M | -36.6% | -2.4% | -34.2% | -36.6% |
| 6M | -43.0% | +4.9% | -47.9% | -44.6% |
| YTD | -61.7% | +6.6% | -68.3% | -64.7% |
| 1Y | -65.8% | +21.3% | -87.1% | -75.2% |
| All | -65.8% | +20.8% | -86.6% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling