-39.1%
JOBY vs TFC
+39.8%
-78.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.2% | -2.4% | -2.8% | -3.6% |
| 30D | -19.7% | -3.4% | -16.4% | -18.0% |
| 3M | -31.7% | +0.4% | -32.2% | -32.8% |
| 6M | -37.5% | +12.7% | -50.2% | -43.5% |
| YTD | -51.6% | +5.6% | -57.2% | -54.4% |
| 1Y | -53.3% | +16.0% | -69.3% | -58.7% |
| 3Y | -12.2% | +94.0% | -106.2% | -43.1% |
| 5Y | -31.3% | +16.2% | -47.4% | -39.8% |
| All | -39.1% | +39.8% | -78.9% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling