-73.5%
JBLU vs TW
+206.7%
-280.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -5.0% | -4.5% | -0.5% | -3.6% |
| 30D | -23.9% | -2.3% | -21.6% | -23.4% |
| 3M | -11.6% | +2.6% | -14.2% | -13.1% |
| 6M | -0.2% | -17.5% | +17.3% | +4.7% |
| YTD | -3.3% | -5.3% | +2.0% | -3.7% |
| 1Y | -15.4% | -14.8% | -0.6% | -12.6% |
| 3Y | -14.7% | +18.8% | -33.6% | -23.1% |
| 5Y | -70.0% | +20.7% | -90.8% | -73.8% |
| All | -73.5% | +206.7% | -280.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling