+17.4%
TPR vs JBLU
-14.6%
+31.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.3% | -3.5% | +1.2% | -1.6% |
| 30D | -23.0% | -27.2% | +4.2% | -17.9% |
| 3M | -12.5% | -4.3% | -8.1% | -13.1% |
| 6M | -21.4% | -8.3% | -13.1% | -22.2% |
| YTD | -3.5% | +1.8% | -5.3% | -7.1% |
| 1Y | +17.4% | -9.0% | +26.4% | +11.9% |
| All | +17.4% | -14.6% | +31.9% | +11.9% |
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