+535.2%
TDG vs JBHT
+276.8%
+258.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -0.9% | +7.1% | -8.1% | -3.4% |
| 30D | -6.5% | +2.3% | -8.9% | -7.6% |
| 3M | -5.1% | -4.5% | -0.6% | -4.2% |
| 6M | -11.5% | +29.2% | -40.8% | -20.9% |
| YTD | -13.9% | +42.2% | -56.1% | -26.3% |
| 1Y | -11.5% | +93.7% | -105.2% | -34.2% |
| 3Y | +53.7% | +53.2% | +0.5% | +21.4% |
| 5Y | +135.5% | +62.4% | +73.1% | +74.5% |
| 10Y | +535.2% | +274.7% | +260.5% | +216.5% |
| All | +535.2% | +276.8% | +258.4% | +216.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling