-73.8%
JBLU vs TKO
+989.7%
-1,063.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -5.0% | +2.3% | -7.3% | -5.6% |
| 30D | -23.9% | -2.5% | -21.4% | -23.4% |
| 3M | -11.6% | -10.6% | -1.0% | -9.1% |
| 6M | -0.2% | -5.1% | +4.8% | +0.9% |
| YTD | -3.3% | -8.2% | +4.9% | -1.3% |
| 1Y | -15.4% | -4.4% | -10.9% | -14.8% |
| 3Y | -14.7% | +100.4% | -115.1% | -30.9% |
| 5Y | -70.0% | +294.3% | -364.3% | -80.0% |
| All | -73.8% | +989.7% | -1,063.4% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling