-39.1%
JOBY vs TENB
-22.2%
-16.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +3.4% |
| 7D | -5.2% | -12.1% | +6.9% | -0.8% |
| 30D | -19.7% | -18.6% | -1.1% | -14.3% |
| 3M | -31.7% | +12.1% | -43.8% | -36.2% |
| 6M | -37.5% | +46.8% | -84.3% | -48.0% |
| YTD | -51.6% | +28.0% | -79.6% | -57.9% |
| 1Y | -53.3% | -1.4% | -51.9% | -55.1% |
| 3Y | -12.2% | -33.9% | +21.7% | -4.3% |
| 5Y | -31.3% | -34.6% | +3.3% | -27.2% |
| All | -39.1% | -22.2% | -16.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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