+52.9%
TDG vs JBHT
+47.5%
+5.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | 0.0% |
| 7D | -2.0% | +4.9% | -6.9% | -2.7% |
| 30D | -7.4% | +0.6% | -8.0% | -7.5% |
| 3M | -5.4% | -3.2% | -2.2% | -5.2% |
| 6M | -11.6% | +17.0% | -28.6% | -14.4% |
| YTD | -12.6% | +41.7% | -54.3% | -18.1% |
| 1Y | -9.3% | +90.0% | -99.3% | -19.9% |
| All | +52.9% | +47.5% | +5.4% | +40.9% |
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