-53.3%
JOBY vs TXG
+453.6%
-506.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.1% | 0.0% |
| 7D | -5.2% | +9.5% | -14.7% | -8.4% |
| 30D | -19.7% | +18.8% | -38.5% | -25.0% |
| 3M | -31.7% | +136.1% | -167.8% | -51.0% |
| 6M | -37.5% | +235.2% | -272.8% | -60.7% |
| YTD | -51.6% | +320.5% | -372.1% | -72.1% |
| 1Y | -53.3% | +425.2% | -478.5% | -75.2% |
| All | -53.3% | +453.6% | -506.9% | -75.2% |
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