-39.1%
JOBY vs TMF
-90.0%
+50.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.2% | -5.1% | -0.1% | -4.6% |
| 30D | -19.7% | -4.6% | -15.1% | -19.3% |
| 3M | -31.7% | -16.6% | -15.1% | -30.4% |
| 6M | -37.5% | -19.9% | -17.7% | -36.0% |
| YTD | -51.6% | -20.2% | -31.4% | -50.4% |
| 1Y | -53.3% | -27.7% | -25.6% | -51.8% |
| 3Y | -12.2% | -43.9% | +31.7% | -9.2% |
| 5Y | -31.3% | -88.4% | +57.1% | -35.3% |
| All | -39.1% | -90.0% | +50.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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