+1,951.5%
JBHT vs TCOM
+2,922.3%
-970.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -1.6% | +12.1% | -13.7% | -3.4% |
| 30D | -2.3% | +16.5% | -18.8% | -4.7% |
| 3M | -18.5% | -4.0% | -14.4% | -18.1% |
| 6M | -11.3% | -18.5% | +7.2% | -8.9% |
| YTD | +12.6% | -38.3% | +50.9% | +20.2% |
| 1Y | +29.8% | -36.6% | +66.4% | +37.9% |
| 3Y | +28.1% | +31.1% | -3.0% | +17.4% |
| 5Y | +17.7% | +47.6% | -29.9% | +0.2% |
| 10Y | +196.1% | +5.1% | +191.1% | +151.0% |
| All | +1,951.5% | +2,922.3% | -970.8% | +827.3% |
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