+19.7%
TMO vs JBLU
-15.1%
+34.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -4.0% |
| 7D | -4.5% | +14.4% | -19.0% | -5.8% |
| 30D | +3.1% | -13.4% | +16.5% | +4.4% |
| 3M | +17.2% | -45.1% | +62.4% | +24.6% |
| 6M | +45.3% | -27.9% | +73.2% | +48.7% |
| YTD | +17.1% | -23.3% | +40.4% | +16.6% |
| 1Y | +19.7% | -18.6% | +38.3% | +15.9% |
| All | +19.7% | -15.1% | +34.8% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling