+376.4%
TTD vs JBLU
-74.6%
+451.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.6% | -5.0% | +4.3% | +0.7% |
| 30D | +6.3% | -23.9% | +30.2% | +13.7% |
| 3M | -24.1% | -11.6% | -12.5% | -22.1% |
| 6M | -47.4% | -0.2% | -47.2% | -48.7% |
| YTD | -62.2% | -3.3% | -58.9% | -63.6% |
| 1Y | -68.3% | -15.4% | -52.9% | -68.6% |
| 3Y | -83.4% | -14.7% | -68.7% | -86.1% |
| 5Y | -80.3% | -70.0% | -10.3% | -77.5% |
| All | +376.4% | -74.6% | +451.0% | +454.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling