-15.4%
JBLU vs TRGP
+82.5%
-97.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | 0.0% |
| 7D | -5.0% | +0.1% | -5.0% | -4.9% |
| 30D | -23.9% | +8.0% | -31.9% | -21.6% |
| 3M | -11.6% | +8.3% | -19.9% | -8.4% |
| 6M | -0.2% | +23.9% | -24.1% | +0.6% |
| YTD | -3.3% | +59.6% | -62.9% | -9.2% |
| 1Y | -15.4% | +79.4% | -94.8% | -25.1% |
| All | -15.4% | +82.5% | -97.8% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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