-35.8%
JOBY vs TXT
+81.8%
-117.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -3.4% | -4.8% | +1.3% | +0.2% |
| 30D | -13.6% | -10.6% | -3.0% | -6.0% |
| 3M | -39.5% | -13.2% | -26.3% | -33.0% |
| 6M | -31.9% | -20.3% | -11.5% | -19.5% |
| YTD | -48.9% | -9.3% | -39.7% | -46.0% |
| 1Y | -48.5% | -2.7% | -45.9% | -48.2% |
| 3Y | -8.0% | +1.4% | -9.4% | -11.7% |
| 5Y | -33.7% | +9.6% | -43.2% | -40.6% |
| All | -35.8% | +81.8% | -117.6% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling