+330.4%
TSM vs JBLU
-1.8%
+332.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | +6.2% | +2.5% | +3.8% | +5.8% |
| 30D | -7.3% | +24.9% | -32.2% | -10.5% |
| 3M | -7.1% | -35.2% | +28.0% | -2.3% |
| 6M | +0.2% | -20.0% | +20.2% | +2.0% |
| YTD | +32.2% | -17.4% | +49.6% | +32.4% |
| 1Y | +42.8% | -13.0% | +55.8% | +42.0% |
| 3Y | +330.4% | -5.3% | +335.7% | +291.2% |
| All | +330.4% | -1.8% | +332.2% | +291.2% |
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