+1,244.3%
TXN vs JBLU
-60.5%
+1,304.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.0% | -4.8% | +6.7% | +2.9% |
| 30D | -8.0% | -24.4% | +16.5% | -3.0% |
| 3M | -7.8% | -4.8% | -3.0% | -7.6% |
| 6M | +32.4% | -0.5% | +32.9% | +30.0% |
| YTD | +51.7% | -3.5% | +55.2% | +48.9% |
| 1Y | +44.3% | -13.6% | +57.9% | +44.2% |
| 3Y | +71.3% | -15.3% | +86.5% | +56.0% |
| 5Y | +56.4% | -70.1% | +126.5% | +70.3% |
| 10Y | +410.2% | -72.9% | +483.2% | +416.4% |
| All | +1,244.3% | -60.5% | +1,304.8% | +782.0% |
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