-12.7%
JBLU vs TMF
-23.9%
+11.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.5% | +10.3% |
| 7D | +24.9% | +4.0% | +20.9% | +21.9% |
| 30D | -12.3% | +19.5% | -31.8% | -24.0% |
| 3M | -44.5% | -3.5% | -40.9% | -42.3% |
| 6M | -25.7% | -10.6% | -15.1% | -17.8% |
| YTD | -21.8% | -17.1% | -4.7% | -9.4% |
| 1Y | -12.7% | -24.3% | +11.5% | +1.3% |
| All | -12.7% | -23.9% | +11.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling