-13.0%
JBLU vs TMF
-30.5%
+17.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.3% |
| 7D | +2.5% | -9.3% | +11.7% | +9.7% |
| 30D | +24.9% | +1.9% | +23.0% | +21.5% |
| 3M | -35.2% | -11.2% | -23.9% | -28.7% |
| 6M | -20.0% | -17.7% | -2.3% | -5.6% |
| YTD | -17.4% | -24.5% | +7.1% | +3.6% |
| 1Y | -13.0% | -29.4% | +16.5% | +12.0% |
| All | -13.0% | -30.5% | +17.5% | +12.0% |
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