-67.1%
JBLU vs TD
+2,100.2%
-2,167.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | -4.8% | -2.6% | -2.2% | -2.7% |
| 30D | -24.4% | -1.0% | -23.4% | -23.8% |
| 3M | -4.8% | +5.6% | -10.4% | -9.0% |
| 6M | -0.5% | +27.1% | -27.5% | -17.8% |
| YTD | -3.5% | +29.4% | -32.9% | -21.5% |
| 1Y | -13.6% | +60.7% | -74.3% | -41.3% |
| 3Y | -15.3% | +127.6% | -142.9% | -56.5% |
| 5Y | -70.1% | +125.4% | -195.5% | -84.2% |
| 10Y | -72.9% | +300.4% | -373.4% | -90.5% |
| All | -67.1% | +2,100.2% | -2,167.2% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling