-39.9%
JOBY vs TNA
+40.1%
-80.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | 0.0% |
| 7D | -8.2% | -7.6% | -0.6% | -3.9% |
| 30D | -25.1% | -13.6% | -11.4% | -18.7% |
| 3M | -28.8% | +2.8% | -31.6% | -29.8% |
| 6M | -36.1% | +34.5% | -70.6% | -46.0% |
| YTD | -52.2% | +41.0% | -93.2% | -60.6% |
| 1Y | -52.4% | +52.0% | -104.4% | -62.4% |
| 3Y | -13.6% | +103.5% | -117.0% | -45.6% |
| 5Y | -32.2% | -22.5% | -9.6% | -40.8% |
| All | -39.9% | +40.1% | -80.0% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling