-32.2%
JOBY vs TFC
+14.0%
-46.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -8.2% | -2.5% | -5.7% | -6.5% |
| 30D | -25.1% | -2.8% | -22.2% | -23.7% |
| 3M | -28.8% | +2.1% | -30.9% | -30.8% |
| 6M | -36.1% | +10.1% | -46.2% | -41.6% |
| YTD | -52.2% | +5.4% | -57.6% | -55.1% |
| 1Y | -52.4% | +16.3% | -68.7% | -58.4% |
| 3Y | -13.6% | +95.9% | -109.4% | -46.0% |
| 5Y | -32.2% | +16.0% | -48.1% | -39.4% |
| All | -32.2% | +14.0% | -46.1% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling