+203.6%
TGT vs JBLU
-72.4%
+276.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -5.2% | -5.0% | -0.3% | -4.6% |
| 30D | +1.2% | -23.9% | +25.1% | +5.0% |
| 3M | +18.4% | -11.6% | +30.0% | +19.8% |
| 6M | +33.4% | -0.2% | +33.7% | +31.4% |
| YTD | +63.8% | -3.3% | +67.1% | +60.9% |
| 1Y | +77.2% | -15.4% | +92.5% | +76.9% |
| 3Y | +41.8% | -14.7% | +56.5% | +32.3% |
| 5Y | -25.5% | -70.0% | +44.5% | -22.8% |
| All | +203.6% | -72.4% | +276.0% | +234.1% |
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