-67.0%
JBLU vs TSN
+503.7%
-570.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -5.0% | +3.0% | -8.0% | -6.2% |
| 30D | -23.9% | -4.2% | -19.7% | -22.7% |
| 3M | -11.6% | -3.9% | -7.8% | -10.5% |
| 6M | -0.2% | -9.8% | +9.6% | +3.4% |
| YTD | -3.3% | -7.3% | +4.0% | -1.6% |
| 1Y | -15.4% | -2.2% | -13.2% | -16.2% |
| 3Y | -14.7% | +11.9% | -26.6% | -21.1% |
| 5Y | -70.0% | -16.9% | -53.1% | -68.8% |
| 10Y | -72.9% | -4.8% | -68.1% | -74.0% |
| All | -67.0% | +503.7% | -570.7% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling