-31.1%
JOBY vs TMF
-88.0%
+56.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.5% | -5.9% |
| 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% | -29.7% |
| 6M | -36.1% | -22.7% | -13.3% | -34.1% |
| YTD | -51.4% | -17.3% | -34.0% | -50.3% |
| 1Y | -52.2% | -22.5% | -29.7% | -50.8% |
| 3Y | -12.1% | -43.2% | +31.2% | -8.7% |
| 5Y | -31.1% | -88.3% | +57.2% | -41.0% |
| All | -31.1% | -88.0% | +56.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling