-39.9%
JOBY vs TXG
-55.0%
+15.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.1% |
| 7D | -8.2% | +5.0% | -13.1% | -10.1% |
| 30D | -25.1% | +13.5% | -38.6% | -29.3% |
| 3M | -28.8% | +128.0% | -156.8% | -50.8% |
| 6M | -36.1% | +224.4% | -260.6% | -62.7% |
| YTD | -52.2% | +307.0% | -359.2% | -74.9% |
| 1Y | -52.4% | +427.2% | -479.7% | -78.3% |
| 3Y | -13.6% | +40.2% | -53.7% | -37.6% |
| 5Y | -32.2% | -64.0% | +31.9% | -33.7% |
| All | -39.9% | -55.0% | +15.1% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling