+226.7%
TECK vs JBHT
+192.0%
+34.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.9% | +5.6% |
| 7D | +3.1% | +0.4% | +2.6% | +3.0% |
| 30D | -5.0% | -2.0% | -3.0% | -4.1% |
| 3M | -2.6% | -16.3% | +13.7% | +4.6% |
| 6M | 0.0% | -8.2% | +8.2% | +1.6% |
| YTD | +35.6% | +16.3% | +19.3% | +23.0% |
| 1Y | +58.1% | +32.2% | +25.9% | +34.6% |
| 3Y | +93.3% | +34.4% | +58.9% | +55.7% |
| 5Y | +153.7% | +20.3% | +133.4% | +108.9% |
| 10Y | +226.7% | +185.2% | +41.5% | +88.6% |
| All | +226.7% | +192.0% | +34.7% | +88.6% |
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