-70.9%
JBLU vs TPG
+74.1%
-145.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.8% |
| 7D | -5.0% | -9.4% | +4.5% | +1.1% |
| 30D | -23.9% | -5.3% | -18.6% | -21.6% |
| 3M | -11.6% | +12.9% | -24.6% | -19.0% |
| 6M | -0.2% | +20.1% | -20.3% | -12.0% |
| YTD | -3.3% | -22.5% | +19.2% | +11.2% |
| 1Y | -15.4% | -19.7% | +4.3% | -5.3% |
| 3Y | -14.7% | +81.2% | -95.9% | -42.6% |
| All | -70.9% | +74.1% | -145.0% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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