+843.3%
JBHT vs TMF
-69.1%
+912.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.1% | -3.5% |
| 7D | -1.4% | +2.7% | -4.1% | -1.1% |
| 30D | -3.1% | +19.3% | -22.4% | -1.0% |
| 3M | -19.5% | -3.7% | -15.9% | -19.9% |
| 6M | -9.6% | -11.3% | +1.7% | -10.8% |
| YTD | +13.3% | -16.6% | +29.9% | +11.0% |
| 1Y | +29.7% | -21.1% | +50.8% | +26.2% |
| 3Y | +28.3% | -26.8% | +55.1% | +26.0% |
| 5Y | +18.5% | -88.0% | +106.5% | -11.5% |
| 10Y | +198.1% | -84.7% | +282.8% | +155.4% |
| All | +843.3% | -69.1% | +912.4% | +927.6% |
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 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