+283.6%
TJX vs JBLU
-72.4%
+356.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -5.0% | +0.4% | -3.7% |
| 30D | -17.2% | -23.9% | +6.7% | -13.0% |
| 3M | -24.9% | -11.6% | -13.3% | -23.9% |
| 6M | -19.7% | -0.2% | -19.4% | -21.4% |
| YTD | -17.2% | -3.3% | -13.9% | -19.3% |
| 1Y | -9.4% | -15.4% | +6.0% | -10.0% |
| 3Y | +43.1% | -14.7% | +57.8% | +22.8% |
| 5Y | +96.7% | -70.0% | +166.7% | +118.3% |
| All | +283.6% | -72.4% | +356.0% | +295.3% |
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