+187.8%
JBHT vs TXT
+112.2%
+75.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | -1.6% | -2.5% | +0.9% | -0.5% |
| 30D | -2.3% | +14.4% | -16.7% | -8.3% |
| 3M | -18.5% | -4.9% | -13.5% | -17.1% |
| 6M | -11.3% | -10.2% | -1.1% | -8.1% |
| YTD | +12.6% | -4.1% | +16.7% | +12.9% |
| 1Y | +29.8% | +4.0% | +25.8% | +25.6% |
| 3Y | +28.1% | +8.0% | +20.1% | +20.7% |
| 5Y | +17.7% | +8.4% | +9.3% | +9.0% |
| All | +187.8% | +112.2% | +75.6% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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