+19.5%
JBHT vs TPG
+78.3%
-58.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +7.0% | +5.0% | +2.0% | +5.4% |
| 30D | +0.5% | +15.7% | -15.2% | -4.1% |
| 3M | -17.4% | -10.6% | -6.8% | -14.9% |
| 6M | -1.7% | +15.9% | -17.6% | -7.1% |
| YTD | +20.7% | -20.6% | +41.4% | +27.7% |
| 1Y | +41.1% | -11.8% | +52.8% | +43.6% |
| 3Y | +38.0% | +71.6% | -33.6% | +8.0% |
| All | +19.5% | +78.3% | -58.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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