-56.8%
TSLL vs JBLU
-57.2%
+0.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.2% | +3.5% | +6.4% |
| 7D | -21.2% | +28.8% | -50.0% | -29.8% |
| 30D | -13.3% | -7.6% | -5.7% | -12.1% |
| 3M | +15.4% | -40.7% | +56.1% | +41.4% |
| 6M | -34.2% | -27.2% | -7.0% | -27.6% |
| YTD | -52.9% | -19.3% | -33.6% | -53.2% |
| 1Y | -54.3% | -13.6% | -40.7% | -56.3% |
| 3Y | -18.4% | -14.7% | -3.7% | -35.6% |
| All | -56.8% | -57.2% | +0.4% | -46.8% |
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