-9.0%
JBLU vs TXT
-1.0%
-8.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -3.5% | -4.8% | +1.2% | -0.4% |
| 30D | -27.2% | -10.6% | -16.6% | -21.7% |
| 3M | -4.3% | -13.2% | +8.8% | +3.4% |
| 6M | -8.3% | -20.3% | +12.0% | +5.3% |
| YTD | +1.8% | -9.3% | +11.0% | +4.2% |
| 1Y | -9.0% | -2.7% | -6.3% | -12.4% |
| All | -9.0% | -1.0% | -8.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling