-39.1%
JOBY vs TW
+65.6%
-104.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -5.2% | -4.5% | -0.7% | -3.6% |
| 30D | -19.7% | -2.3% | -17.5% | -19.2% |
| 3M | -31.7% | +2.6% | -34.3% | -33.5% |
| 6M | -37.5% | -17.5% | -20.0% | -33.5% |
| YTD | -51.6% | -5.3% | -46.3% | -52.0% |
| 1Y | -53.3% | -14.8% | -38.5% | -51.4% |
| 3Y | -12.2% | +18.8% | -31.1% | -28.3% |
| 5Y | -31.3% | +20.7% | -52.0% | -45.5% |
| All | -39.1% | +65.6% | -104.7% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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