+4,130.8%
TT vs JBLU
-58.4%
+4,189.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | 0.0% | -3.5% | +3.5% | +0.8% |
| 30D | -7.2% | -27.2% | +20.0% | -0.3% |
| 3M | -3.0% | -4.3% | +1.4% | -3.1% |
| 6M | +1.4% | -8.3% | +9.7% | +0.6% |
| YTD | +15.9% | +1.8% | +14.1% | +11.0% |
| 1Y | +9.4% | -9.0% | +18.5% | +6.8% |
| 3Y | +124.4% | -21.9% | +146.3% | +97.6% |
| 5Y | +138.0% | -69.0% | +207.0% | +155.9% |
| 10Y | +886.4% | -70.8% | +957.2% | +857.7% |
| All | +4,130.8% | -58.4% | +4,189.2% | +2,357.8% |
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 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