-28.0%
JOBY vs TXT
+14.1%
-42.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | -0.6% |
| 7D | -5.2% | +2.5% | -7.7% | -7.1% |
| 30D | -19.7% | -8.9% | -10.9% | -13.5% |
| 3M | -31.7% | -13.6% | -18.2% | -23.5% |
| 6M | -37.5% | -13.1% | -24.4% | -30.4% |
| YTD | -51.6% | -7.0% | -44.6% | -49.7% |
| 1Y | -53.3% | -1.4% | -51.9% | -53.7% |
| 3Y | -12.2% | +7.0% | -19.2% | -20.8% |
| All | -28.0% | +14.1% | -42.2% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling