-53.2%
TE vs JBHT
+143.6%
-196.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.2% |
| 7D | -4.0% | +4.9% | -8.8% | -5.7% |
| 30D | -15.9% | +0.6% | -16.5% | -16.3% |
| 3M | -60.5% | -3.2% | -57.3% | -60.3% |
| 6M | -35.2% | +17.0% | -52.2% | -39.8% |
| YTD | -31.1% | +41.7% | -72.8% | -41.1% |
| 1Y | +148.6% | +90.0% | +58.7% | +84.7% |
| 3Y | -26.4% | +47.0% | -73.4% | -39.0% |
| 5Y | -48.0% | +58.3% | -106.3% | -57.7% |
| All | -53.2% | +143.6% | -196.8% | -62.0% |
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