+185.2%
JBHT vs TCOM
+3.5%
+181.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.2% |
| 7D | +0.4% | +7.4% | -7.0% | -0.5% |
| 30D | -2.0% | +13.2% | -15.2% | -3.5% |
| 3M | -16.3% | -4.6% | -11.7% | -15.9% |
| 6M | -8.2% | -16.4% | +8.2% | -6.6% |
| YTD | +16.3% | -38.8% | +55.1% | +22.9% |
| 1Y | +32.2% | -37.3% | +69.5% | +39.2% |
| 3Y | +34.4% | +31.4% | +3.0% | +25.0% |
| 5Y | +20.3% | +45.5% | -25.2% | +5.2% |
| 10Y | +185.2% | +4.6% | +180.6% | +139.2% |
| All | +185.2% | +3.5% | +181.7% | +139.2% |
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