+187.8%
JBHT vs TCOM
+3.1%
+184.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.6% | +12.1% | -13.7% | -3.0% |
| 30D | -2.3% | +16.5% | -18.8% | -4.2% |
| 3M | -18.5% | -4.0% | -14.4% | -18.2% |
| 6M | -11.3% | -18.5% | +7.2% | -9.3% |
| YTD | +12.6% | -38.3% | +50.9% | +18.9% |
| 1Y | +29.8% | -36.6% | +66.4% | +36.5% |
| 3Y | +28.1% | +31.1% | -3.0% | +19.2% |
| 5Y | +17.7% | +47.6% | -29.9% | +2.7% |
| All | +187.8% | +3.1% | +184.6% | +141.8% |
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