-70.7%
JBLU vs TW
+19.5%
-90.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -5.0% | -4.5% | -0.5% | -3.7% |
| 30D | -23.9% | -2.3% | -21.6% | -23.4% |
| 3M | -11.6% | +2.6% | -14.2% | -13.2% |
| 6M | -0.2% | -17.5% | +17.3% | +5.0% |
| YTD | -3.3% | -5.3% | +2.0% | -3.9% |
| 1Y | -15.4% | -14.8% | -0.6% | -12.5% |
| 3Y | -14.7% | +18.8% | -33.6% | -25.1% |
| All | -70.7% | +19.5% | -90.2% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling