+3,142.1%
TJX vs JBLU
-60.4%
+3,202.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -5.0% | +0.4% | -3.6% |
| 30D | -17.2% | -23.9% | +6.7% | -12.8% |
| 3M | -24.9% | -11.6% | -13.3% | -23.8% |
| 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% | -9.9% |
| 3Y | +43.1% | -14.7% | +57.8% | +25.8% |
| 5Y | +96.7% | -70.0% | +166.7% | +111.0% |
| 10Y | +287.7% | -72.9% | +360.6% | +292.2% |
| All | +3,142.1% | -60.4% | +3,202.5% | +2,148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling