+537.0%
TDG vs JBLU
-72.4%
+609.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | -5.0% | +3.1% | -0.6% |
| 30D | -7.7% | -23.9% | +16.2% | -1.2% |
| 3M | -9.3% | -11.6% | +2.3% | -7.4% |
| 6M | -9.4% | -0.2% | -9.2% | -11.4% |
| YTD | -14.3% | -3.3% | -11.0% | -16.9% |
| 1Y | -11.8% | -15.4% | +3.6% | -12.3% |
| 3Y | +52.0% | -14.7% | +66.7% | +22.8% |
| 5Y | +128.8% | -70.0% | +198.9% | +164.6% |
| All | +537.0% | -72.4% | +609.4% | +576.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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