+7,930.8%
TD vs JBHT
+7,921.6%
+9.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | +0.3% | +4.9% | -4.6% | -0.8% |
| 30D | +0.4% | +0.6% | -0.2% | +0.2% |
| 3M | +7.6% | -3.2% | +10.8% | +8.0% |
| 6M | +25.0% | +17.0% | +8.0% | +19.7% |
| YTD | +31.0% | +41.7% | -10.6% | +19.9% |
| 1Y | +65.2% | +90.0% | -24.8% | +39.8% |
| 3Y | +122.5% | +47.0% | +75.5% | +96.2% |
| 5Y | +124.8% | +58.3% | +66.5% | +92.1% |
| 10Y | +298.2% | +273.9% | +24.3% | +174.3% |
| All | +7,930.8% | +7,921.6% | +9.2% | +3,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling