+184.7%
JBHT vs TKO
+1,254.1%
-1,069.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +2.2% |
| 7D | +0.2% | +7.8% | -7.6% | -1.2% |
| 30D | -2.2% | +12.2% | -14.3% | -4.3% |
| 3M | -16.5% | +7.5% | -23.9% | -17.8% |
| 6M | -8.4% | +7.7% | -16.2% | -10.2% |
| YTD | +16.1% | -3.3% | +19.4% | +16.1% |
| 1Y | +31.9% | +11.1% | +20.8% | +28.3% |
| 3Y | +34.1% | +141.0% | -106.9% | +10.5% |
| 5Y | +20.1% | +278.8% | -258.7% | -11.5% |
| 10Y | +184.7% | +1,186.2% | -1,001.5% | +54.8% |
| All | +184.7% | +1,254.1% | -1,069.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling