-18.0%
TTWO vs JBLU
-13.4%
-4.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.9% | -4.8% | +6.3% |
| 7D | +7.0% | +24.9% | -17.9% | +5.4% |
| 30D | +2.7% | -12.3% | +15.0% | +3.4% |
| 3M | -13.0% | -44.5% | +31.4% | -10.5% |
| 6M | -7.2% | -25.7% | +18.4% | -6.1% |
| YTD | -18.4% | -21.8% | +3.4% | -17.7% |
| All | -18.0% | -13.4% | -4.6% | -15.3% |
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