-45.4%
TOST vs JBLU
-73.0%
+27.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.6% | +12.9% | -16.5% | -7.2% |
| 30D | +8.9% | +11.0% | -2.2% | +4.0% |
| 3M | -2.2% | -30.8% | +28.6% | +7.5% |
| 6M | +41.0% | -19.0% | +59.9% | +45.2% |
| YTD | -4.0% | -11.6% | +7.7% | -7.7% |
| 1Y | -9.6% | -7.4% | -2.2% | -14.7% |
| 3Y | +141.7% | +3.9% | +137.8% | +52.6% |
| 5Y | -29.5% | -73.9% | +44.4% | +8.4% |
| All | -45.4% | -73.0% | +27.6% | -17.0% |
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