+22.4%
JBHT vs TKO
+276.1%
-253.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +7.0% | +2.3% | +4.7% | +6.5% |
| 30D | +0.5% | +13.4% | -12.9% | -1.9% |
| 3M | -17.4% | -1.7% | -15.6% | -17.2% |
| 6M | -1.7% | +7.2% | -8.9% | -3.6% |
| YTD | +20.7% | -5.4% | +26.1% | +21.3% |
| 1Y | +41.1% | +8.7% | +32.4% | +37.8% |
| 3Y | +38.0% | +150.4% | -112.4% | +12.6% |
| All | +22.4% | +276.1% | -253.8% | -13.2% |
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