-45.9%
JOBY vs TPR
+230.3%
-276.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -14.3% | -0.3% | -14.0% | -14.1% |
| 30D | +10.2% | +15.1% | -4.9% | +1.4% |
| 3M | -38.5% | +3.5% | -42.0% | -40.2% |
| 6M | -54.1% | +0.4% | -54.5% | -55.7% |
| YTD | -61.5% | +4.6% | -66.1% | -64.3% |
| 1Y | -65.7% | +33.1% | -98.8% | -72.6% |
| 3Y | -7.0% | +396.0% | -402.9% | -70.6% |
| All | -45.9% | +230.3% | -276.2% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling