-65.8%
JOBY vs TXT
+9.2%
-75.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.7% |
| 7D | -0.6% | +10.6% | -11.2% | -5.9% |
| 30D | -12.6% | +14.4% | -27.0% | -19.0% |
| 3M | -36.6% | -2.7% | -33.9% | -35.0% |
| 6M | -43.0% | -4.7% | -38.3% | -41.0% |
| YTD | -61.7% | -0.5% | -61.2% | -63.9% |
| 1Y | -65.8% | +8.7% | -74.5% | -74.5% |
| All | -65.8% | +9.2% | -75.0% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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