+9.8%
JOBY vs TPG
+74.1%
-64.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.2% |
| 7D | -5.2% | -9.4% | +4.2% | +1.4% |
| 30D | -19.7% | -5.3% | -14.5% | -17.0% |
| 3M | -31.7% | +12.9% | -44.6% | -37.8% |
| 6M | -37.5% | +20.1% | -57.6% | -46.1% |
| YTD | -51.6% | -22.5% | -29.1% | -43.4% |
| 1Y | -53.3% | -19.7% | -33.6% | -46.9% |
| 3Y | -12.2% | +81.2% | -93.4% | -43.1% |
| All | +9.8% | +74.1% | -64.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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