-67.0%
JBLU vs TDY
+3,570.5%
-3,637.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.5% |
| 7D | -5.0% | -1.1% | -3.8% | -4.3% |
| 30D | -23.9% | -12.0% | -11.8% | -18.1% |
| 3M | -11.6% | -3.2% | -8.4% | -10.1% |
| 6M | -0.2% | -7.9% | +7.6% | +4.4% |
| YTD | -3.3% | +18.2% | -21.5% | -11.9% |
| 1Y | -15.4% | +6.7% | -22.0% | -18.4% |
| 3Y | -14.7% | +47.5% | -62.3% | -30.8% |
| 5Y | -70.0% | +39.5% | -109.5% | -74.9% |
| 10Y | -72.9% | +477.2% | -550.1% | -88.7% |
| All | -67.0% | +3,570.5% | -3,637.5% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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