+21.4%
JBHT vs TMF
-88.3%
+109.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.5% | -3.4% | +3.8% | +0.6% |
| 30D | -0.1% | +11.5% | -11.6% | -0.6% |
| 3M | -14.0% | -4.5% | -9.5% | -13.9% |
| 6M | -5.1% | -15.0% | +9.9% | -4.5% |
| YTD | +18.0% | -19.9% | +37.9% | +19.0% |
| 1Y | +36.5% | -26.6% | +63.1% | +38.0% |
| 3Y | +34.8% | -29.8% | +64.6% | +35.8% |
| 5Y | +21.4% | -88.2% | +109.6% | +16.5% |
| All | +21.4% | -88.3% | +109.7% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling