-73.8%
JBLU vs TAP
-49.9%
-23.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.5% |
| 7D | -5.0% | -3.9% | -1.1% | -2.7% |
| 30D | -23.9% | -5.3% | -18.6% | -21.5% |
| 3M | -11.6% | -3.8% | -7.9% | -9.8% |
| 6M | -0.2% | -11.4% | +11.1% | +5.9% |
| YTD | -3.3% | -13.7% | +10.4% | +3.6% |
| 1Y | -15.4% | -17.2% | +1.8% | -7.5% |
| 3Y | -14.7% | -33.1% | +18.3% | +5.5% |
| 5Y | -70.0% | +0.8% | -70.8% | -71.5% |
| All | -73.8% | -49.9% | -23.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling