-39.1%
JOBY vs TT
+217.2%
-256.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.8% |
| 7D | -5.2% | -1.2% | -4.0% | -4.4% |
| 30D | -19.7% | -7.3% | -12.4% | -15.5% |
| 3M | -31.7% | -3.6% | -28.1% | -30.2% |
| 6M | -37.5% | +2.8% | -40.3% | -39.0% |
| YTD | -51.6% | +14.5% | -66.1% | -56.8% |
| 1Y | -53.3% | +7.4% | -60.7% | -56.3% |
| 3Y | -12.2% | +116.2% | -128.5% | -51.0% |
| 5Y | -31.3% | +147.4% | -178.6% | -68.3% |
| All | -39.1% | +217.2% | -256.4% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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