+8,083.7%
TD vs JBHT
+6,316.5%
+1,767.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.2% |
| 7D | -3.2% | -1.4% | -1.9% | -2.9% |
| 30D | +4.9% | -3.1% | +8.0% | +5.6% |
| 3M | +2.3% | -19.5% | +21.9% | +7.1% |
| 6M | +17.8% | -9.6% | +27.3% | +19.5% |
| YTD | +33.5% | +13.3% | +20.2% | +28.1% |
| 1Y | +55.9% | +29.7% | +26.2% | +44.9% |
| 3Y | +131.5% | +28.3% | +103.2% | +110.0% |
| 5Y | +103.3% | +18.5% | +84.9% | +85.4% |
| 10Y | +308.6% | +198.1% | +110.5% | +195.6% |
| All | +8,083.7% | +6,316.5% | +1,767.2% | +3,288.6% |
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 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