+51.8%
TMUS vs JBLU
-75.4%
+127.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | +4.9% | +2.5% | +2.4% | +4.8% |
| 30D | +7.7% | +24.9% | -17.2% | +6.7% |
| 3M | -6.8% | -35.2% | +28.4% | -5.3% |
| 6M | -9.7% | -20.0% | +10.3% | -9.1% |
| YTD | -15.0% | -17.4% | +2.4% | -15.0% |
| 1Y | -19.1% | -13.0% | -6.2% | -19.5% |
| 3Y | +21.4% | -5.3% | +26.7% | +11.0% |
| All | +51.8% | -75.4% | +127.2% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling