+6,787.0%
TSM vs JBLU
-59.3%
+6,846.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +2.8% |
| 7D | +6.0% | +1.1% | +4.9% | +5.8% |
| 30D | +4.5% | -25.5% | +30.0% | +10.8% |
| 3M | +3.1% | -5.0% | +8.1% | +3.3% |
| 6M | +30.2% | +0.7% | +29.5% | +27.6% |
| YTD | +45.2% | -0.7% | +45.9% | +41.2% |
| 1Y | +79.6% | -12.7% | +92.3% | +78.3% |
| 3Y | +411.0% | -12.7% | +423.7% | +353.5% |
| 5Y | +290.7% | -69.3% | +360.0% | +323.9% |
| 10Y | +1,753.6% | -73.0% | +1,826.6% | +1,742.1% |
| All | +6,787.0% | -59.3% | +6,846.3% | +4,165.0% |
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