-12.2%
JOBY vs TNA
+101.9%
-114.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | -5.2% | -7.3% | +2.1% | -0.4% |
| 30D | -19.7% | -14.2% | -5.6% | -11.5% |
| 3M | -31.7% | -4.6% | -27.2% | -29.6% |
| 6M | -37.5% | +36.9% | -74.5% | -49.0% |
| YTD | -51.6% | +42.5% | -94.1% | -61.5% |
| 1Y | -53.3% | +45.8% | -99.1% | -63.4% |
| 3Y | -12.2% | +104.7% | -116.9% | -50.8% |
| All | -12.2% | +101.9% | -114.1% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling