-51.6%
JOBY vs TMF
-90.5%
+38.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.7% |
| 7D | -14.3% | -9.3% | -5.1% | -13.3% |
| 30D | +10.2% | +1.9% | +8.3% | +10.0% |
| 3M | -38.5% | -11.2% | -27.3% | -37.7% |
| 6M | -54.1% | -17.7% | -36.4% | -53.0% |
| YTD | -61.5% | -24.5% | -37.1% | -60.3% |
| 1Y | -65.7% | -29.4% | -36.2% | -64.4% |
| 3Y | -7.0% | -33.4% | +26.5% | -3.8% |
| 5Y | -44.2% | -88.7% | +44.5% | -46.8% |
| All | -51.6% | -90.5% | +38.9% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling