-73.8%
JBLU vs TYL
+101.5%
-175.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -5.0% | -7.5% | +2.5% | -2.5% |
| 30D | -23.9% | +6.0% | -29.9% | -25.6% |
| 3M | -11.6% | +13.9% | -25.6% | -16.0% |
| 6M | -0.2% | -3.3% | +3.1% | -0.7% |
| YTD | -3.3% | -25.8% | +22.5% | +4.8% |
| 1Y | -15.4% | -39.2% | +23.8% | -1.5% |
| 3Y | -14.7% | -13.2% | -1.6% | -14.3% |
| 5Y | -70.0% | -28.6% | -41.4% | -68.9% |
| All | -73.8% | +101.5% | -175.3% | -80.3% |
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