+16.0%
TFC vs JBLU
-71.4%
+87.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.5% | -4.8% | +2.3% | -1.5% |
| 30D | -2.8% | -24.4% | +21.6% | +2.9% |
| 3M | +2.1% | -4.8% | +6.9% | +2.0% |
| 6M | +10.1% | -0.5% | +10.6% | +7.2% |
| YTD | +5.4% | -3.5% | +9.0% | +2.5% |
| 1Y | +16.3% | -13.6% | +29.9% | +15.3% |
| 3Y | +95.9% | -15.3% | +111.1% | +66.5% |
| 5Y | +16.0% | -70.1% | +86.1% | +33.5% |
| All | +16.0% | -71.4% | +87.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling