+214.6%
TECK vs JBHT
+192.4%
+22.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -0.2% | -1.6% | +1.3% | +0.6% |
| 30D | -7.5% | -2.3% | -5.3% | -6.6% |
| 3M | -8.4% | -18.5% | +10.0% | -0.6% |
| 6M | -2.2% | -11.3% | +9.0% | +0.9% |
| YTD | +26.8% | +12.6% | +14.3% | +16.6% |
| 1Y | +46.5% | +29.8% | +16.8% | +25.6% |
| 3Y | +69.0% | +28.1% | +40.9% | +39.1% |
| 5Y | +138.8% | +17.7% | +121.1% | +98.2% |
| All | +214.6% | +192.4% | +22.3% | +78.9% |
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