+95.6%
TFC vs JBLU
-72.4%
+168.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.4% | -5.0% | +2.5% | -1.0% |
| 30D | -3.4% | -23.9% | +20.5% | +4.2% |
| 3M | +0.4% | -11.6% | +12.1% | +2.5% |
| 6M | +12.7% | -0.2% | +12.9% | +8.5% |
| YTD | +5.6% | -3.3% | +8.9% | +1.2% |
| 1Y | +16.0% | -15.4% | +31.4% | +14.9% |
| 3Y | +94.0% | -14.7% | +108.7% | +57.9% |
| 5Y | +16.2% | -70.0% | +86.2% | +34.5% |
| All | +95.6% | -72.4% | +168.0% | +103.2% |
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