-76.1%
JBLU vs TCOM
+2,557.8%
-2,634.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.0% |
| 3M | -11.6% | -17.7% | +6.0% | -7.9% |
| 6M | -0.2% | -25.1% | +24.9% | +6.5% |
| YTD | -3.3% | -45.7% | +42.4% | +10.7% |
| 1Y | -15.4% | -47.9% | +32.5% | -2.2% |
| 3Y | -14.7% | +8.9% | -23.7% | -20.5% |
| 5Y | -70.0% | +26.9% | -96.9% | -74.6% |
| 10Y | -72.9% | -11.2% | -61.7% | -76.2% |
| All | -76.1% | +2,557.8% | -2,634.0% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling