-12.7%
JBLU vs TRMB
-31.2%
+18.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -17.3% | +29.3% | +16.3% |
| 7D | +24.9% | -15.7% | +40.6% | +28.6% |
| 30D | -12.3% | -7.8% | -4.6% | -13.8% |
| 3M | -44.5% | -9.3% | -35.2% | -45.0% |
| 6M | -25.7% | -20.8% | -4.9% | -23.3% |
| YTD | -21.8% | -30.8% | +9.0% | -16.9% |
| 1Y | -12.7% | -31.0% | +18.2% | -7.9% |
| All | -12.7% | -31.2% | +18.5% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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