-39.0%
JBLU vs TLN
+589.3%
-628.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.7% |
| 7D | -5.6% | +5.8% | -11.4% | -6.8% |
| 30D | -22.3% | -6.9% | -15.5% | -21.2% |
| 3M | -11.0% | -10.9% | -0.1% | -9.4% |
| 6M | -3.1% | -4.6% | +1.5% | -3.1% |
| YTD | -3.7% | -14.7% | +11.0% | -2.6% |
| 1Y | -14.8% | -17.9% | +3.1% | -13.5% |
| 3Y | -15.4% | +483.9% | -499.3% | -40.6% |
| All | -39.0% | +589.3% | -628.3% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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