+1,965.1%
JBHT vs TCOM
+2,884.1%
-919.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.0% |
| 7D | -1.4% | +13.6% | -15.0% | -3.4% |
| 30D | -3.1% | +14.5% | -17.6% | -5.2% |
| 3M | -19.5% | -4.7% | -14.9% | -19.1% |
| 6M | -9.6% | -16.4% | +6.8% | -7.6% |
| YTD | +13.3% | -39.1% | +52.4% | +21.3% |
| 1Y | +29.7% | -37.8% | +67.5% | +38.3% |
| 3Y | +28.3% | +31.1% | -2.8% | +17.6% |
| 5Y | +18.5% | +45.7% | -27.3% | +1.1% |
| 10Y | +198.1% | +3.7% | +194.4% | +153.2% |
| All | +1,965.1% | +2,884.1% | -919.0% | +835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling