-51.6%
JOBY vs TPR
+467.8%
-519.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -14.3% | -0.3% | -14.0% | -14.2% |
| 30D | +10.2% | +15.1% | -4.9% | +2.3% |
| 3M | -38.5% | +3.5% | -42.0% | -40.0% |
| 6M | -54.1% | +0.4% | -54.5% | -55.5% |
| YTD | -61.5% | +4.6% | -66.1% | -63.9% |
| 1Y | -65.7% | +33.1% | -98.8% | -71.7% |
| 3Y | -7.0% | +396.0% | -402.9% | -64.0% |
| 5Y | -44.2% | +230.3% | -274.5% | -75.5% |
| All | -51.6% | +467.8% | -519.4% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling