+274.2%
JBHT vs TCOM
-9.6%
+283.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +4.9% | -9.5% | +14.4% | +6.2% |
| 30D | +0.6% | -10.7% | +11.3% | +2.0% |
| 3M | -3.2% | -14.6% | +11.4% | -1.6% |
| 6M | +17.0% | -19.3% | +36.3% | +19.7% |
| YTD | +41.7% | -42.9% | +84.6% | +51.2% |
| 1Y | +90.0% | -43.8% | +133.8% | +103.1% |
| 3Y | +47.0% | +2.1% | +44.9% | +41.6% |
| 5Y | +58.3% | +31.2% | +27.1% | +40.3% |
| All | +274.2% | -9.6% | +283.9% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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