-34.9%
JOBY vs TXT
+82.9%
-117.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.0% |
| 7D | +2.2% | -0.2% | +2.5% | +2.4% |
| 30D | -20.8% | -11.1% | -9.8% | -13.6% |
| 3M | -29.5% | -13.0% | -16.5% | -22.1% |
| 6M | -28.4% | -16.2% | -12.2% | -18.6% |
| YTD | -48.2% | -8.7% | -39.5% | -45.4% |
| 1Y | -49.1% | -3.8% | -45.3% | -48.3% |
| 3Y | -6.3% | +5.5% | -11.8% | -12.6% |
| 5Y | -27.2% | +12.3% | -39.5% | -35.7% |
| All | -34.9% | +82.9% | -117.8% | -48.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling