-70.7%
JBLU vs TXG
-62.8%
-8.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.8% |
| 7D | -5.0% | +9.5% | -14.4% | -7.6% |
| 30D | -23.9% | +18.8% | -42.6% | -28.1% |
| 3M | -11.6% | +136.1% | -147.8% | -33.6% |
| 6M | -0.2% | +235.2% | -235.5% | -33.3% |
| YTD | -3.3% | +320.5% | -323.8% | -40.1% |
| 1Y | -15.4% | +425.2% | -440.6% | -52.2% |
| 3Y | -14.7% | +42.9% | -57.6% | -35.8% |
| All | -70.7% | -62.8% | -8.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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