+8,102.3%
JBHT vs TKO
+1,411.9%
+6,690.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -1.6% | +5.7% | -7.3% | -2.5% |
| 30D | -2.3% | +6.9% | -9.2% | -3.4% |
| 3M | -18.5% | +2.4% | -20.9% | -19.0% |
| 6M | -11.3% | +1.1% | -12.4% | -11.8% |
| YTD | +12.6% | -7.5% | +20.1% | +13.4% |
| 1Y | +29.8% | +7.2% | +22.6% | +27.3% |
| 3Y | +28.1% | +131.3% | -103.3% | +8.3% |
| 5Y | +17.7% | +250.8% | -233.2% | -8.9% |
| 10Y | +196.1% | +1,146.6% | -950.5% | +74.8% |
| All | +8,102.3% | +1,411.9% | +6,690.4% | +3,515.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling