+19.6%
TMO vs JBLU
-15.7%
+35.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -5.0% | +4.3% | -0.2% |
| 30D | +1.1% | -23.9% | +25.0% | +3.7% |
| 3M | +28.3% | -11.6% | +40.0% | +29.3% |
| 6M | +23.3% | -0.2% | +23.5% | +22.1% |
| YTD | +5.5% | -3.3% | +8.7% | +4.3% |
| 1Y | +24.5% | -15.4% | +39.9% | +24.4% |
| 3Y | +19.6% | -14.7% | +34.3% | +12.6% |
| All | +19.6% | -15.7% | +35.3% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling