-66.1%
JBLU vs TAP
+103.6%
-169.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -0.3% |
| 7D | +1.1% | -2.3% | +3.4% | +2.3% |
| 30D | -25.5% | -9.4% | -16.1% | -21.8% |
| 3M | -5.0% | -0.8% | -4.2% | -4.8% |
| 6M | +0.7% | -14.7% | +15.4% | +8.0% |
| YTD | -0.7% | -13.9% | +13.3% | +5.6% |
| 1Y | -12.7% | -18.6% | +5.9% | -5.0% |
| 3Y | -12.7% | -32.0% | +19.3% | +3.8% |
| 5Y | -69.3% | -1.0% | -68.3% | -69.8% |
| 10Y | -73.0% | -51.4% | -21.7% | -66.3% |
| All | -66.1% | +103.6% | -169.7% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling