+142.7%
TSEM vs JBLU
-60.6%
+203.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | +4.7% | -5.6% | +10.3% | +5.9% |
| 30D | -14.2% | -22.3% | +8.1% | -10.2% |
| 3M | -5.0% | -11.0% | +5.9% | -4.0% |
| 6M | +87.6% | -3.1% | +90.7% | +85.0% |
| YTD | +84.4% | -3.7% | +88.2% | +80.5% |
| 1Y | +235.4% | -14.8% | +250.2% | +234.0% |
| 3Y | +668.0% | -15.4% | +683.4% | +602.2% |
| 5Y | +644.7% | -71.4% | +716.1% | +710.2% |
| 10Y | +1,326.7% | -73.0% | +1,399.7% | +1,350.1% |
| All | +142.7% | -60.6% | +203.3% | +97.7% |
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