-73.6%
JBLU vs TW
+209.8%
-283.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -4.8% | -2.7% | -2.0% | -4.0% |
| 30D | -24.4% | -1.7% | -22.7% | -24.1% |
| 3M | -4.8% | +1.6% | -6.4% | -6.1% |
| 6M | -0.5% | -17.7% | +17.2% | +4.6% |
| YTD | -3.5% | -4.3% | +0.8% | -4.2% |
| 1Y | -13.6% | -13.1% | -0.5% | -11.3% |
| 3Y | -15.3% | +20.3% | -35.5% | -23.8% |
| 5Y | -70.1% | +22.0% | -92.0% | -74.0% |
| All | -73.6% | +209.8% | -283.4% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling