+1,079.3%
JBHT vs TMF
-68.9%
+1,148.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.9% |
| 7D | +4.9% | -1.4% | +6.3% | +4.7% |
| 30D | +0.6% | -2.8% | +3.4% | +0.3% |
| 3M | -3.2% | -10.9% | +7.7% | -4.5% |
| 6M | +17.0% | -21.3% | +38.3% | +13.7% |
| YTD | +41.7% | -15.9% | +57.5% | +38.9% |
| 1Y | +90.0% | -15.7% | +105.7% | +86.6% |
| 3Y | +47.0% | -43.4% | +90.3% | +39.3% |
| 5Y | +58.3% | -87.8% | +146.1% | +19.2% |
| 10Y | +273.9% | -86.7% | +360.6% | +212.9% |
| All | +1,079.3% | -68.9% | +1,148.1% | +1,185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling