-39.1%
JOBY vs TPR
+408.1%
-447.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.1% |
| 7D | -5.2% | -3.0% | -2.2% | -3.7% |
| 30D | -19.7% | -22.6% | +2.9% | -9.8% |
| 3M | -31.7% | -18.2% | -13.5% | -25.8% |
| 6M | -37.5% | -18.0% | -19.6% | -32.3% |
| YTD | -51.6% | -6.4% | -45.2% | -51.7% |
| 1Y | -53.3% | +12.3% | -65.6% | -57.8% |
| 3Y | -12.2% | +298.7% | -310.9% | -61.8% |
| 5Y | -31.3% | +232.5% | -263.8% | -68.8% |
| All | -39.1% | +408.1% | -447.2% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling