-45.7%
TOST vs JBLU
-68.9%
+23.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | -3.5% | +0.1% | -2.4% |
| 30D | -2.4% | -27.2% | +24.8% | +7.1% |
| 3M | +34.6% | -4.3% | +39.0% | +34.5% |
| 6M | +15.2% | -8.3% | +23.5% | +13.8% |
| YTD | -4.4% | +1.8% | -6.2% | -10.5% |
| 1Y | -17.4% | -9.0% | -8.4% | -20.2% |
| 3Y | +54.5% | -21.9% | +76.4% | +23.9% |
| All | -45.7% | -68.9% | +23.2% | -19.5% |
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