-39.1%
JOBY vs TNA
+41.6%
-80.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -5.2% | -7.3% | +2.1% | -1.0% |
| 30D | -19.7% | -14.2% | -5.6% | -12.5% |
| 3M | -31.7% | -4.6% | -27.2% | -29.8% |
| 6M | -37.5% | +36.9% | -74.5% | -47.7% |
| YTD | -51.6% | +42.5% | -94.1% | -60.4% |
| 1Y | -53.3% | +45.8% | -99.1% | -62.2% |
| 3Y | -12.2% | +104.7% | -116.9% | -44.9% |
| 5Y | -31.3% | -21.7% | -9.6% | -40.4% |
| All | -39.1% | +41.6% | -80.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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