-1.1%
JBLU vs TNA
+924.1%
-925.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.2% |
| 7D | -5.0% | -7.3% | +2.3% | -2.0% |
| 30D | -23.9% | -14.2% | -9.7% | -19.0% |
| 3M | -11.6% | -4.6% | -7.1% | -9.8% |
| 6M | -0.2% | +36.9% | -37.2% | -12.0% |
| YTD | -3.3% | +42.5% | -45.8% | -16.5% |
| 1Y | -15.4% | +45.8% | -61.2% | -28.4% |
| 3Y | -14.7% | +104.7% | -119.4% | -41.9% |
| 5Y | -70.0% | -21.7% | -48.3% | -73.3% |
| 10Y | -72.9% | +83.8% | -156.7% | -87.1% |
| All | -1.1% | +924.1% | -925.2% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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