-70.8%
JBLU vs TAP
-1.4%
-69.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.8% | -5.3% | +0.5% | -1.8% |
| 30D | -24.4% | -7.4% | -17.1% | -21.1% |
| 3M | -4.8% | -4.9% | +0.1% | -2.1% |
| 6M | -0.5% | -14.2% | +13.8% | +7.7% |
| YTD | -3.5% | -14.8% | +11.3% | +3.9% |
| 1Y | -13.6% | -18.1% | +4.5% | -5.1% |
| 3Y | -15.3% | -32.7% | +17.5% | +4.3% |
| All | -70.8% | -1.4% | -69.4% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling