-11.8%
JOBY vs TMF
-42.1%
+30.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.5% | -5.8% |
| 7D | -5.9% | -0.9% | -5.0% | -5.7% |
| 30D | -27.1% | -1.0% | -26.1% | -27.0% |
| 3M | -30.7% | -11.3% | -19.5% | -28.9% |
| 6M | -36.1% | -22.7% | -13.3% | -32.7% |
| YTD | -51.4% | -17.3% | -34.0% | -49.5% |
| 1Y | -52.2% | -22.5% | -29.7% | -49.9% |
| All | -11.8% | -42.1% | +30.2% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling