-74.4%
JBLU vs TXG
+27.0%
-101.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.6% |
| 7D | -5.0% | +9.5% | -14.4% | -7.2% |
| 30D | -23.9% | +18.8% | -42.6% | -27.5% |
| 3M | -11.6% | +136.1% | -147.8% | -30.7% |
| 6M | -0.2% | +235.2% | -235.5% | -29.1% |
| YTD | -3.3% | +320.5% | -323.8% | -35.6% |
| 1Y | -15.4% | +425.2% | -440.6% | -47.8% |
| 3Y | -14.7% | +42.9% | -57.6% | -33.7% |
| 5Y | -70.0% | -62.8% | -7.2% | -74.1% |
| All | -74.4% | +27.0% | -101.4% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling