+59.7%
TOST vs JBLU
-15.8%
+75.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.5% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | -3.5% | -25.5% | +22.1% | +1.8% |
| 3M | +38.1% | -5.0% | +43.2% | +38.5% |
| 6M | +9.9% | +0.7% | +9.2% | +7.7% |
| YTD | -6.3% | -0.7% | -5.6% | -9.1% |
| 1Y | -18.3% | -12.7% | -5.6% | -19.0% |
| 3Y | +59.7% | -12.7% | +72.5% | +36.7% |
| All | +59.7% | -15.8% | +75.6% | +36.7% |
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