+103.3%
TD vs JBHT
+15.0%
+88.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.3% |
| 7D | -3.2% | -1.4% | -1.9% | -3.0% |
| 30D | +4.9% | -3.1% | +8.0% | +5.5% |
| 3M | +2.3% | -19.5% | +21.9% | +6.2% |
| 6M | +17.8% | -9.6% | +27.3% | +19.0% |
| YTD | +33.5% | +13.3% | +20.2% | +28.6% |
| 1Y | +55.9% | +29.7% | +26.2% | +46.2% |
| 3Y | +131.5% | +28.3% | +103.2% | +113.5% |
| 5Y | +103.3% | +18.5% | +84.9% | +83.6% |
| All | +103.3% | +15.0% | +88.4% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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