-14.7%
JBLU vs TCOM
+8.0%
-22.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -5.0% | -4.9% | -0.1% | -3.8% |
| 30D | -23.9% | -14.4% | -9.5% | -21.1% |
| 3M | -11.6% | -17.7% | +6.0% | -8.1% |
| 6M | -0.2% | -25.1% | +24.9% | +6.3% |
| YTD | -3.3% | -45.7% | +42.4% | +10.0% |
| 1Y | -15.4% | -47.9% | +32.5% | -2.8% |
| 3Y | -14.7% | +8.9% | -23.7% | -25.3% |
| All | -14.7% | +8.0% | -22.7% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling