-48.5%
JOBY vs TXG
+372.5%
-421.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -3.4% | +1.8% | -5.2% | -4.1% |
| 30D | -13.6% | +32.0% | -45.6% | -22.7% |
| 3M | -39.5% | +87.0% | -126.5% | -52.5% |
| 6M | -31.9% | +180.1% | -211.9% | -54.1% |
| YTD | -48.9% | +284.1% | -333.1% | -69.5% |
| 1Y | -48.5% | +361.7% | -410.2% | -71.2% |
| All | -48.5% | +372.5% | -421.0% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling