-39.1%
JOBY vs TTMI
+872.6%
-911.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | -0.3% |
| 7D | -5.2% | +0.7% | -5.9% | -5.5% |
| 30D | -19.7% | -8.4% | -11.3% | -17.2% |
| 3M | -31.7% | -32.5% | +0.7% | -20.0% |
| 6M | -37.5% | +32.5% | -70.0% | -49.7% |
| YTD | -51.6% | +83.2% | -134.8% | -68.8% |
| 1Y | -53.3% | +161.7% | -215.0% | -76.0% |
| 3Y | -12.2% | +890.1% | -902.4% | -80.4% |
| 5Y | -31.3% | +832.4% | -863.7% | -85.0% |
| All | -39.1% | +872.6% | -911.8% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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