+94.2%
TXN vs JOBY
-42.1%
+136.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | +2.0% | -8.2% | +10.1% | +3.0% |
| 30D | -8.0% | -25.1% | +17.1% | -4.8% |
| 3M | -7.8% | -28.8% | +21.0% | -4.2% |
| 6M | +32.4% | -36.1% | +68.5% | +38.4% |
| YTD | +51.7% | -52.2% | +103.9% | +62.8% |
| 1Y | +44.3% | -52.4% | +96.7% | +53.3% |
| 3Y | +71.3% | -13.6% | +84.8% | +58.4% |
| 5Y | +56.4% | -32.2% | +88.6% | +36.9% |
| All | +94.2% | -42.1% | +136.3% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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