-70.7%
JBLU vs TD
+125.7%
-196.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.3% |
| 3M | -11.6% | +4.8% | -16.4% | -16.1% |
| 6M | -0.2% | +28.0% | -28.2% | -22.8% |
| YTD | -3.3% | +30.3% | -33.6% | -26.6% |
| 1Y | -15.4% | +59.8% | -75.2% | -48.2% |
| 3Y | -14.7% | +124.7% | -139.4% | -63.4% |
| All | -70.7% | +125.7% | -196.4% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling