+2,481.6%
JBHT vs TCOM
+2,694.8%
-213.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +4.9% | -9.5% | +14.4% | +6.5% |
| 30D | +0.6% | -10.7% | +11.3% | +2.3% |
| 3M | -3.2% | -14.6% | +11.4% | -1.2% |
| 6M | +17.0% | -19.3% | +36.3% | +20.3% |
| YTD | +41.7% | -42.9% | +84.6% | +53.4% |
| 1Y | +90.0% | -43.8% | +133.8% | +106.1% |
| 3Y | +47.0% | +2.1% | +44.9% | +40.4% |
| 5Y | +58.3% | +31.2% | +27.1% | +37.4% |
| 10Y | +273.9% | -13.9% | +287.8% | +228.0% |
| All | +2,481.6% | +2,694.8% | -213.1% | +1,083.5% |
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