-12.7%
JBLU vs TCOM
-39.6%
+26.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.8% | +11.4% |
| 7D | +24.9% | +10.7% | +14.2% | +23.1% |
| 30D | -12.3% | +10.1% | -22.4% | -13.6% |
| 3M | -44.5% | -8.9% | -35.6% | -43.5% |
| 6M | -25.7% | -19.2% | -6.5% | -22.4% |
| YTD | -21.8% | -40.6% | +18.9% | -17.5% |
| 1Y | -12.7% | -39.0% | +26.3% | -8.7% |
| All | -12.7% | -39.6% | +26.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling