-76.8%
TE vs JBHT
+94.9%
-171.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -3.6% | -12.9% | -15.1% |
| 7D | -20.3% | -1.4% | -18.9% | -19.7% |
| 30D | -40.0% | -3.1% | -36.9% | -39.2% |
| 3M | -58.3% | -19.5% | -38.8% | -54.8% |
| 6M | -57.3% | -9.6% | -47.7% | -55.8% |
| YTD | -65.9% | +13.3% | -79.2% | -68.2% |
| 1Y | -44.3% | +29.7% | -73.9% | -50.8% |
| 3Y | -36.0% | +28.3% | -64.3% | -43.6% |
| 5Y | -80.1% | +18.5% | -98.6% | -82.4% |
| All | -76.8% | +94.9% | -171.7% | -79.5% |
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