-4.5%
TT vs JBLU
-12.5%
+8.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.9% | -13.6% | -2.8% |
| 7D | -8.5% | +24.9% | -33.4% | -10.6% |
| 30D | -12.8% | -12.3% | -0.5% | -11.6% |
| 3M | -12.9% | -44.5% | +31.6% | -7.0% |
| 6M | -15.2% | -25.7% | +10.4% | -13.2% |
| YTD | +6.2% | -21.8% | +28.0% | +6.4% |
| 1Y | -4.5% | -12.7% | +8.2% | -8.5% |
| All | -4.5% | -12.5% | +8.0% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling