+146.9%
TOST vs JBLU
+5.0%
+142.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.6% | +12.9% | -16.5% | -5.7% |
| 30D | +8.9% | +11.0% | -2.2% | +6.1% |
| 3M | -2.2% | -30.8% | +28.6% | +3.4% |
| 6M | +41.0% | -19.0% | +59.9% | +43.9% |
| YTD | -4.0% | -11.6% | +7.7% | -5.5% |
| 1Y | -9.6% | -7.4% | -2.2% | -12.0% |
| All | +146.9% | +5.0% | +142.0% | +113.3% |
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