-14.7%
JBLU vs TRGP
+260.3%
-275.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | -23.9% | +8.0% | -31.9% | -24.8% |
| 3M | -11.6% | +8.3% | -19.9% | -13.3% |
| 6M | -0.2% | +23.9% | -24.1% | -7.1% |
| YTD | -3.3% | +59.6% | -62.9% | -17.5% |
| 1Y | -15.4% | +79.4% | -94.8% | -31.2% |
| 3Y | -14.7% | +269.4% | -284.2% | -32.8% |
| All | -14.7% | +260.3% | -275.1% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling