+57.6%
TDG vs JBHT
+27.4%
+30.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | +4.4% | -1.6% | +6.0% | +4.6% |
| 30D | +9.2% | -2.3% | +11.5% | +9.5% |
| 3M | -5.2% | -18.5% | +13.3% | -2.9% |
| 6M | -2.9% | -11.3% | +8.3% | -2.3% |
| YTD | -10.0% | +12.6% | -22.6% | -13.1% |
| 1Y | -5.9% | +29.8% | -35.6% | -11.5% |
| 3Y | +57.6% | +28.1% | +29.5% | +56.1% |
| All | +57.6% | +27.4% | +30.2% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling