-51.6%
JOBY vs TT
+199.7%
-251.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -3.9% |
| 7D | -14.3% | +4.0% | -18.4% | -16.5% |
| 30D | +10.2% | -11.3% | +21.5% | +18.6% |
| 3M | -38.5% | -12.3% | -26.2% | -33.5% |
| 6M | -54.1% | -10.8% | -43.2% | -51.0% |
| YTD | -61.5% | +8.2% | -69.7% | -64.7% |
| 1Y | -65.7% | +1.5% | -67.1% | -67.0% |
| 3Y | -7.0% | +91.5% | -98.4% | -43.7% |
| 5Y | -44.2% | +130.2% | -174.4% | -73.3% |
| All | -51.6% | +199.7% | -251.3% | -79.1% |
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