-35.8%
JOBY vs TMF
-89.5%
+53.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.9% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | -13.6% | -2.8% | -10.8% | -13.3% |
| 3M | -39.5% | -10.9% | -28.6% | -38.7% |
| 6M | -31.9% | -21.3% | -10.5% | -30.2% |
| YTD | -48.9% | -15.9% | -33.1% | -48.0% |
| 1Y | -48.5% | -15.7% | -32.8% | -47.7% |
| 3Y | -8.0% | -43.4% | +35.3% | -5.3% |
| 5Y | -33.7% | -87.8% | +54.1% | -37.9% |
| All | -35.8% | -89.5% | +53.7% | -41.2% |
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