+59.9%
JBHT vs TKO
+287.6%
-227.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.2% |
| 7D | +4.9% | +0.7% | +4.1% | +4.7% |
| 30D | +0.6% | +1.6% | -1.0% | +0.1% |
| 3M | -3.2% | -7.8% | +4.6% | -1.9% |
| 6M | +17.0% | -13.3% | +30.2% | +19.8% |
| YTD | +41.7% | -10.3% | +51.9% | +44.0% |
| 1Y | +90.0% | -0.6% | +90.6% | +88.7% |
| 3Y | +47.0% | +88.5% | -41.5% | +27.0% |
| All | +59.9% | +287.6% | -227.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling