-14.7%
JBLU vs TD
+127.3%
-142.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | -5.0% | -0.5% | -4.4% | -4.4% |
| 30D | -23.9% | -1.9% | -22.0% | -22.4% |
| 3M | -11.6% | +4.8% | -16.4% | -16.0% |
| 6M | -0.2% | +28.0% | -28.2% | -22.1% |
| YTD | -3.3% | +30.3% | -33.6% | -25.8% |
| 1Y | -15.4% | +59.8% | -75.2% | -46.8% |
| 3Y | -14.7% | +124.7% | -139.4% | -62.0% |
| All | -14.7% | +127.3% | -142.1% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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