-38.9%
JOBY vs TW
+68.0%
-106.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.1% | -6.1% |
| 7D | -5.9% | -0.5% | -5.4% | -5.7% |
| 30D | -27.1% | -0.6% | -26.5% | -27.1% |
| 3M | -30.7% | +3.4% | -34.1% | -32.7% |
| 6M | -36.1% | -18.4% | -17.6% | -31.5% |
| YTD | -51.4% | -3.9% | -47.5% | -52.0% |
| 1Y | -52.2% | -13.3% | -38.8% | -50.5% |
| 3Y | -12.1% | +20.8% | -32.9% | -28.6% |
| 5Y | -31.1% | +20.3% | -51.4% | -45.3% |
| All | -38.9% | +68.0% | -106.9% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling