-15.7%
JBLU vs TMF
-68.9%
+53.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.1% | +1.0% | +0.1% | +1.3% |
| 30D | -25.5% | -1.8% | -23.7% | -25.8% |
| 3M | -5.0% | -8.2% | +3.2% | -6.3% |
| 6M | +0.7% | -19.5% | +20.2% | -2.9% |
| YTD | -0.7% | -16.0% | +15.3% | -3.5% |
| 1Y | -12.7% | -22.5% | +9.8% | -16.1% |
| 3Y | -12.7% | -42.3% | +29.5% | -18.3% |
| 5Y | -69.3% | -87.7% | +18.4% | -78.3% |
| 10Y | -73.0% | -86.5% | +13.5% | -78.5% |
| All | -15.7% | -68.9% | +53.2% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling