+10.7%
TTMI vs JBLU
-12.5%
+23.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +11.9% | -22.1% | -12.5% |
| 7D | -19.2% | +24.9% | -44.1% | -23.7% |
| 30D | -44.9% | -12.3% | -32.6% | -43.2% |
| 3M | -44.7% | -44.5% | -0.3% | -37.8% |
| 6M | -53.4% | -25.7% | -27.7% | -51.0% |
| YTD | +6.3% | -21.8% | +28.1% | +3.5% |
| 1Y | +10.7% | -12.7% | +23.4% | -1.1% |
| All | +10.7% | -12.5% | +23.2% | -1.1% |
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