-70.2%
JBLU vs TMF
-88.1%
+18.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.0% |
| 7D | -5.6% | -0.9% | -4.7% | -5.5% |
| 30D | -22.3% | -1.0% | -21.4% | -22.3% |
| 3M | -11.0% | -11.3% | +0.3% | -10.2% |
| 6M | -3.1% | -22.7% | +19.6% | -1.7% |
| YTD | -3.7% | -17.3% | +13.6% | -2.6% |
| 1Y | -14.8% | -22.5% | +7.7% | -13.6% |
| 3Y | -15.4% | -43.2% | +27.8% | -14.9% |
| All | -70.2% | -88.1% | +18.0% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling