-53.3%
JOBY vs TMF
-26.8%
-26.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.2% | -5.1% | -0.1% | -3.2% |
| 30D | -19.7% | -4.6% | -15.1% | -18.2% |
| 3M | -31.7% | -16.6% | -15.1% | -27.2% |
| 6M | -37.5% | -19.9% | -17.7% | -33.8% |
| YTD | -51.6% | -20.2% | -31.4% | -48.3% |
| 1Y | -53.3% | -27.7% | -25.6% | -51.3% |
| All | -53.3% | -26.8% | -26.5% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling