+1,242.2%
TRV vs JBLU
-60.5%
+1,302.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.5% | -4.8% | +3.3% | -0.7% |
| 30D | -1.8% | -24.4% | +22.6% | +2.8% |
| 3M | +21.6% | -4.8% | +26.3% | +21.4% |
| 6M | +22.5% | -0.5% | +22.9% | +19.7% |
| YTD | +28.1% | -3.5% | +31.7% | +24.8% |
| 1Y | +37.0% | -13.6% | +50.6% | +35.4% |
| 3Y | +141.9% | -15.3% | +157.1% | +115.7% |
| 5Y | +158.5% | -70.1% | +228.6% | +172.6% |
| 10Y | +297.5% | -72.9% | +370.5% | +291.4% |
| All | +1,242.2% | -60.5% | +1,302.7% | +718.1% |
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