-69.1%
JBLU vs TRI
+509.5%
-578.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | -5.0% | -7.9% | +2.9% | -1.3% |
| 30D | -23.9% | -4.5% | -19.4% | -22.7% |
| 3M | -11.6% | +22.1% | -33.7% | -21.6% |
| 6M | -0.2% | -2.8% | +2.5% | -3.2% |
| YTD | -3.3% | -23.4% | +20.1% | +3.2% |
| 1Y | -15.4% | -41.5% | +26.1% | +4.4% |
| 3Y | -14.7% | -19.2% | +4.5% | -14.8% |
| 5Y | -70.0% | -9.4% | -60.6% | -72.2% |
| 10Y | -72.9% | +195.6% | -268.4% | -87.7% |
| All | -69.1% | +509.5% | -578.5% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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