+124.0%
TDG vs JBHT
+22.5%
+101.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.6% |
| 7D | +1.7% | +7.0% | -5.3% | 0.0% |
| 30D | +9.7% | +0.5% | +9.2% | +9.5% |
| 3M | -2.3% | -17.4% | +15.0% | +1.8% |
| 6M | +1.3% | -1.7% | +3.0% | +0.2% |
| YTD | -8.5% | +20.7% | -29.2% | -15.1% |
| 1Y | -8.1% | +41.1% | -49.2% | -18.8% |
| 3Y | +43.4% | +38.0% | +5.4% | +23.5% |
| All | +124.0% | +22.5% | +101.5% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling