-11.8%
JOBY vs TFC
+91.9%
-103.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.5% |
| 7D | -5.9% | -1.3% | -4.6% | -4.9% |
| 30D | -27.1% | -2.3% | -24.8% | -25.9% |
| 3M | -30.7% | +2.5% | -33.2% | -33.4% |
| 6M | -36.1% | +9.5% | -45.5% | -42.6% |
| YTD | -51.4% | +5.1% | -56.4% | -55.1% |
| 1Y | -52.2% | +15.5% | -67.6% | -59.6% |
| All | -11.8% | +91.9% | -103.7% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling