-49.1%
TSLL vs JBLU
-56.2%
+7.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.1% |
| 7D | +17.8% | +2.5% | +15.4% | +16.6% |
| 30D | +8.2% | +24.9% | -16.7% | -3.7% |
| 3M | +20.9% | -35.2% | +56.0% | +42.7% |
| 6M | -37.5% | -20.0% | -17.5% | -34.0% |
| YTD | -44.5% | -17.4% | -27.1% | -45.4% |
| 1Y | -33.0% | -13.0% | -20.0% | -35.9% |
| 3Y | -6.4% | -5.3% | -1.1% | -30.6% |
| All | -49.1% | -56.2% | +7.0% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling