+159.7%
TRV vs JBLU
-70.3%
+229.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +1.9% | -5.0% | +6.9% | +2.3% |
| 30D | +1.7% | -23.9% | +25.6% | +3.6% |
| 3M | +23.9% | -11.6% | +35.5% | +24.5% |
| 6M | +26.3% | -0.2% | +26.5% | +25.1% |
| YTD | +30.8% | -3.3% | +34.1% | +29.4% |
| 1Y | +36.3% | -15.4% | +51.7% | +36.0% |
| 3Y | +145.0% | -14.7% | +159.7% | +133.7% |
| All | +159.7% | -70.3% | +229.9% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling