-34.9%
JOBY vs TFC
+40.2%
-75.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.9% |
| 7D | +2.2% | +2.2% | 0.0% | +0.7% |
| 30D | -20.8% | -2.5% | -18.4% | -19.7% |
| 3M | -29.5% | +4.5% | -34.0% | -32.5% |
| 6M | -28.4% | +11.0% | -39.3% | -34.5% |
| YTD | -48.2% | +5.9% | -54.1% | -51.3% |
| 1Y | -49.1% | +14.6% | -63.6% | -54.6% |
| 3Y | -6.3% | +96.7% | -103.0% | -39.7% |
| 5Y | -27.2% | +15.6% | -42.8% | -36.2% |
| All | -34.9% | +40.2% | -75.1% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling