+20.3%
JBHT vs TMF
-88.4%
+108.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.4% |
| 30D | -2.0% | +16.3% | -18.3% | -2.6% |
| 3M | -16.3% | -2.7% | -13.6% | -16.2% |
| 6M | -8.2% | -13.2% | +4.9% | -7.8% |
| YTD | +16.3% | -16.7% | +33.0% | +17.0% |
| 1Y | +32.2% | -22.7% | +54.9% | +33.4% |
| 3Y | +34.4% | -26.1% | +60.5% | +35.1% |
| 5Y | +20.3% | -88.4% | +108.8% | +14.5% |
| All | +20.3% | -88.4% | +108.7% | +14.5% |
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