+13,174.6%
TDG vs JBHT
+1,344.8%
+11,829.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.8% |
| 7D | -2.0% | +4.9% | -6.9% | -3.9% |
| 30D | -7.4% | +0.6% | -8.0% | -7.9% |
| 3M | -5.4% | -3.2% | -2.2% | -5.0% |
| 6M | -11.6% | +17.0% | -28.6% | -18.5% |
| YTD | -12.6% | +41.7% | -54.3% | -25.9% |
| 1Y | -9.3% | +90.0% | -99.3% | -33.2% |
| 3Y | +49.2% | +47.0% | +2.2% | +18.1% |
| 5Y | +132.1% | +58.3% | +73.8% | +73.1% |
| 10Y | +544.8% | +273.9% | +270.9% | +217.3% |
| All | +13,174.6% | +1,344.8% | +11,829.8% | +3,410.3% |
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