-9.6%
JBHT vs TCOM
-16.5%
+6.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.0% |
| 7D | -1.4% | +13.6% | -15.0% | +1.1% |
| 30D | -3.1% | +14.5% | -17.6% | -0.3% |
| 3M | -19.5% | -4.7% | -14.9% | -19.7% |
| 6M | -9.6% | -16.4% | +6.8% | -11.1% |
| All | -9.6% | -16.5% | +6.9% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling