-67.1%
JBLU vs TXT
+269.6%
-336.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -5.6% | +0.8% | -6.4% | -6.0% |
| 30D | -22.3% | -10.4% | -11.9% | -17.9% |
| 3M | -11.0% | -14.3% | +3.4% | -4.1% |
| 6M | -3.1% | -15.1% | +12.0% | +5.0% |
| YTD | -3.7% | -8.3% | +4.6% | +0.1% |
| 1Y | -14.8% | -0.7% | -14.1% | -14.8% |
| 3Y | -15.4% | +6.0% | -21.4% | -16.9% |
| 5Y | -71.4% | +12.5% | -83.9% | -72.4% |
| 10Y | -73.0% | +103.2% | -176.2% | -80.6% |
| All | -67.1% | +269.6% | -336.8% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling