-71.4%
JBLU vs TYL
-29.1%
-42.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.5% |
| 7D | -5.6% | -8.6% | +3.0% | -2.3% |
| 30D | -22.3% | +7.5% | -29.9% | -24.9% |
| 3M | -11.0% | +10.9% | -21.9% | -15.5% |
| 6M | -3.1% | -6.7% | +3.6% | -1.9% |
| YTD | -3.7% | -24.5% | +20.8% | +6.4% |
| 1Y | -14.8% | -38.6% | +23.8% | +4.4% |
| 3Y | -15.4% | -12.6% | -2.8% | -17.1% |
| 5Y | -71.4% | -28.2% | -43.1% | -70.7% |
| All | -71.4% | -29.1% | -42.2% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling