+274.7%
JBHT vs TKO
+962.1%
-687.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.6% |
| 7D | +7.1% | +7.2% | 0.0% | +5.7% |
| 30D | +2.3% | +4.7% | -2.4% | +1.3% |
| 3M | -4.5% | -3.2% | -1.3% | -4.2% |
| 6M | +29.2% | -2.9% | +32.1% | +29.3% |
| YTD | +42.2% | -5.8% | +48.0% | +43.0% |
| 1Y | +93.7% | -1.1% | +94.8% | +92.6% |
| 3Y | +53.2% | +111.1% | -57.9% | +29.4% |
| 5Y | +62.4% | +315.6% | -253.1% | +18.1% |
| 10Y | +274.7% | +978.5% | -703.8% | +116.4% |
| All | +274.7% | +962.1% | -687.4% | +116.4% |
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