-12.2%
JOBY vs TXG
+43.8%
-56.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.1% | -0.1% |
| 7D | -5.2% | +9.5% | -14.7% | -8.8% |
| 30D | -19.7% | +18.8% | -38.5% | -25.7% |
| 3M | -31.7% | +136.1% | -167.8% | -53.5% |
| 6M | -37.5% | +235.2% | -272.8% | -64.0% |
| YTD | -51.6% | +320.5% | -372.1% | -75.0% |
| 1Y | -53.3% | +425.2% | -478.5% | -78.8% |
| 3Y | -12.2% | +42.9% | -55.1% | -38.1% |
| All | -12.2% | +43.8% | -56.0% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling