-31.1%
JOBY vs TPR
+225.0%
-256.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -4.3% |
| 7D | -5.9% | -7.3% | +1.4% | -1.7% |
| 30D | -27.1% | -30.7% | +3.6% | -11.5% |
| 3M | -30.7% | -21.6% | -9.1% | -22.2% |
| 6M | -36.1% | -21.3% | -14.7% | -28.6% |
| YTD | -51.4% | -10.2% | -41.2% | -50.5% |
| 1Y | -52.2% | +9.5% | -61.7% | -56.9% |
| 3Y | -12.1% | +280.8% | -292.8% | -66.2% |
| 5Y | -31.1% | +218.7% | -249.8% | -72.4% |
| All | -31.1% | +225.0% | -256.1% | -72.4% |
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