-80.8%
TTD vs JBLU
-71.4%
-9.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -7.4% | -4.8% | -2.6% | -6.2% |
| 30D | +3.0% | -24.4% | +27.5% | +11.2% |
| 3M | -27.6% | -4.8% | -22.8% | -27.0% |
| 6M | -49.5% | -0.5% | -49.0% | -50.9% |
| YTD | -63.2% | -3.5% | -59.7% | -64.8% |
| 1Y | -69.7% | -13.6% | -56.1% | -70.3% |
| 3Y | -83.3% | -15.3% | -68.1% | -87.6% |
| 5Y | -80.8% | -70.1% | -10.7% | -73.7% |
| All | -80.8% | -71.4% | -9.4% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling