-9.0%
JBLU vs TSLQ
-50.5%
+41.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | +1.8% |
| 7D | -3.5% | -5.8% | +2.2% | -4.1% |
| 30D | -27.2% | -22.1% | -5.1% | -29.2% |
| 3M | -4.3% | +10.1% | -14.4% | -0.8% |
| 6M | -8.3% | -6.8% | -1.6% | -6.5% |
| YTD | +1.8% | +8.5% | -6.8% | +4.9% |
| 1Y | -9.0% | -49.7% | +40.7% | -6.1% |
| All | -9.0% | -50.5% | +41.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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