-39.1%
JOBY vs TDG
+138.8%
-178.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.5% |
| 7D | -5.2% | -1.9% | -3.3% | -4.0% |
| 30D | -19.7% | -7.7% | -12.0% | -15.4% |
| 3M | -31.7% | -9.3% | -22.4% | -27.5% |
| 6M | -37.5% | -9.4% | -28.2% | -33.9% |
| YTD | -51.6% | -14.3% | -37.3% | -47.3% |
| 1Y | -53.3% | -11.8% | -41.5% | -50.2% |
| 3Y | -12.2% | +52.0% | -64.2% | -38.4% |
| 5Y | -31.3% | +128.8% | -160.1% | -63.8% |
| All | -39.1% | +138.8% | -178.0% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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