-75.5%
JBLU vs TYL
-23.0%
-52.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.5% | +0.8% | +1.6% | +2.1% |
| 30D | +24.9% | +21.1% | +3.8% | +15.8% |
| 3M | -35.2% | +28.9% | -64.1% | -41.9% |
| 6M | -20.0% | +42.0% | -62.0% | -32.0% |
| YTD | -17.4% | -6.6% | -10.8% | -16.3% |
| 1Y | -13.0% | -9.1% | -3.9% | -10.6% |
| 3Y | -5.3% | +1.8% | -7.1% | -11.9% |
| All | -75.5% | -23.0% | -52.5% | -75.1% |
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