+201.8%
TECK vs JBHT
+176.2%
+25.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +2.1% | +4.2% | -2.0% | +0.3% |
| 30D | -8.9% | -0.4% | -8.5% | -8.7% |
| 3M | -7.1% | -17.3% | +10.2% | +0.4% |
| 6M | -7.0% | -3.5% | -3.5% | -7.6% |
| YTD | +28.3% | +18.0% | +10.3% | +15.5% |
| 1Y | +40.6% | +35.5% | +5.0% | +18.3% |
| 3Y | +78.2% | +34.8% | +43.4% | +43.3% |
| 5Y | +129.5% | +19.7% | +109.8% | +89.7% |
| All | +201.8% | +176.2% | +25.7% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling