-12.7%
JBLU vs TSN
+19.9%
-32.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.4% | +6.6% | +11.5% |
| 7D | +24.9% | +8.4% | +16.5% | +24.4% |
| 30D | -12.3% | +16.1% | -28.4% | -13.1% |
| 3M | -44.5% | +3.2% | -47.6% | -44.4% |
| 6M | -25.7% | -11.1% | -14.6% | -26.0% |
| YTD | -21.8% | +5.1% | -26.8% | -19.6% |
| 1Y | -12.7% | +19.4% | -32.2% | -11.6% |
| All | -12.7% | +19.9% | -32.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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