+21.4%
JBHT vs TCOM
+43.1%
-21.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +0.5% | +2.2% | -1.7% | +0.2% |
| 30D | -0.1% | +12.5% | -12.6% | -1.3% |
| 3M | -14.0% | -5.6% | -8.4% | -13.6% |
| 6M | -5.1% | -16.5% | +11.4% | -3.5% |
| YTD | +18.0% | -39.4% | +57.4% | +24.1% |
| 1Y | +36.5% | -41.0% | +77.5% | +43.9% |
| 3Y | +34.8% | +29.2% | +5.5% | +26.9% |
| 5Y | +21.4% | +41.6% | -20.2% | +3.7% |
| All | +21.4% | +43.1% | -21.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling