-15.4%
JBLU vs TRMB
-28.6%
+13.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.6% |
| 7D | -5.0% | -3.0% | -1.9% | -3.3% |
| 30D | -23.9% | +2.3% | -26.2% | -25.0% |
| 3M | -11.6% | +15.3% | -27.0% | -18.7% |
| 6M | -0.2% | -14.7% | +14.5% | +5.9% |
| YTD | -3.3% | -26.4% | +23.1% | +9.9% |
| 1Y | -15.4% | -30.4% | +15.0% | -2.1% |
| All | -15.4% | -28.6% | +13.2% | -2.1% |
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