-33.3%
TSLL vs JBLU
-16.3%
-17.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -12.0% |
| 7D | +1.9% | -3.5% | +5.4% | +3.1% |
| 30D | +17.8% | -27.2% | +45.0% | +33.0% |
| 3M | -37.0% | -4.3% | -32.7% | -37.1% |
| 6M | -37.7% | -8.3% | -29.4% | -37.7% |
| YTD | -51.4% | +1.8% | -53.1% | -54.9% |
| 1Y | -23.4% | -9.0% | -14.3% | -26.1% |
| All | -33.3% | -16.3% | -17.0% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling