-0.8%
TOST vs JBLU
-12.5%
+11.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.9% | -6.5% | +3.7% |
| 7D | +10.7% | +24.9% | -14.2% | +7.1% |
| 30D | +17.7% | -12.3% | +30.1% | +19.7% |
| 3M | +4.6% | -44.5% | +49.1% | +13.4% |
| 6M | +20.3% | -25.7% | +45.9% | +24.5% |
| YTD | -0.4% | -21.8% | +21.4% | -3.9% |
| 1Y | -0.8% | -12.7% | +12.0% | -16.4% |
| All | -0.8% | -12.5% | +11.8% | -16.4% |
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