-15.4%
JBLU vs TXT
0.0%
-15.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -1.2% |
| 7D | -5.0% | +2.5% | -7.4% | -6.5% |
| 30D | -23.9% | -8.9% | -15.0% | -19.1% |
| 3M | -11.6% | -13.6% | +1.9% | -4.0% |
| 6M | -0.2% | -13.1% | +12.9% | +7.4% |
| YTD | -3.3% | -7.0% | +3.7% | -2.8% |
| 1Y | -15.4% | -1.4% | -14.0% | -20.5% |
| All | -15.4% | 0.0% | -15.4% | -20.5% |
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