+189.7%
JBHT vs TMF
-84.4%
+274.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.1% | -3.5% |
| 7D | -1.4% | +2.7% | -4.1% | -1.2% |
| 30D | -3.1% | +19.3% | -22.4% | -1.6% |
| 3M | -19.5% | -3.7% | -15.9% | -19.8% |
| 6M | -9.6% | -11.3% | +1.7% | -10.4% |
| YTD | +13.3% | -16.6% | +29.9% | +11.7% |
| 1Y | +29.7% | -21.1% | +50.8% | +27.2% |
| 3Y | +28.3% | -26.8% | +55.1% | +27.1% |
| 5Y | +18.5% | -88.0% | +106.5% | -12.8% |
| All | +189.7% | -84.4% | +274.0% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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