+320.5%
TMUS vs JBLU
-59.4%
+379.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.5% |
| 7D | +0.1% | -3.5% | +3.6% | +0.6% |
| 30D | +5.3% | -27.2% | +32.5% | +10.5% |
| 3M | +3.1% | -4.3% | +7.5% | +3.1% |
| 6M | -16.5% | -8.3% | -8.1% | -17.0% |
| YTD | -9.2% | +1.8% | -10.9% | -12.2% |
| 1Y | -26.5% | -9.0% | -17.4% | -28.0% |
| 3Y | +39.0% | -21.9% | +60.9% | +24.8% |
| 5Y | +40.4% | -69.0% | +109.4% | +46.8% |
| 10Y | +303.7% | -70.8% | +374.5% | +278.6% |
| All | +320.5% | -59.4% | +379.9% | +176.0% |
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