-80.9%
JBLU vs TYL
+183.6%
-264.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +2.5% | +0.8% | +1.6% | +2.2% |
| 30D | +24.9% | +21.1% | +3.8% | +17.2% |
| 3M | -35.2% | +28.9% | -64.1% | -40.8% |
| 6M | -20.0% | +42.0% | -62.0% | -30.1% |
| YTD | -17.4% | -6.6% | -10.8% | -17.3% |
| 1Y | -13.0% | -9.1% | -3.9% | -12.1% |
| 3Y | -5.3% | +1.8% | -7.1% | -9.7% |
| 5Y | -75.2% | -22.9% | -52.3% | -75.4% |
| All | -80.9% | +183.6% | -264.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling