-65.3%
JBLU vs TYL
+6,400.5%
-6,465.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.5% | +1.8% |
| 7D | -3.5% | -3.7% | +0.1% | -2.3% |
| 30D | -27.2% | +18.7% | -45.9% | -31.6% |
| 3M | -4.3% | +18.1% | -22.5% | -10.4% |
| 6M | -8.3% | -1.1% | -7.2% | -9.5% |
| YTD | +1.8% | -19.8% | +21.6% | +6.9% |
| 1Y | -9.0% | -34.3% | +25.3% | +2.3% |
| 3Y | -21.9% | -8.2% | -13.7% | -23.1% |
| 5Y | -69.0% | -25.4% | -43.6% | -67.6% |
| 10Y | -70.8% | +115.6% | -186.4% | -79.8% |
| All | -65.3% | +6,400.5% | -6,465.8% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling