+148.6%
TE vs JBLU
-14.6%
+163.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.0% | -3.5% | -0.4% | -2.8% |
| 30D | -15.9% | -27.2% | +11.3% | -7.4% |
| 3M | -60.5% | -4.3% | -56.2% | -60.3% |
| 6M | -35.2% | -8.3% | -26.9% | -34.5% |
| YTD | -31.1% | +1.8% | -32.9% | -37.9% |
| 1Y | +148.6% | -9.0% | +157.7% | +129.3% |
| All | +148.6% | -14.6% | +163.2% | +129.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling