+280.7%
TEL vs JBHT
+192.4%
+88.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -2.8% | -1.6% | -1.2% | -2.1% |
| 30D | -4.1% | -2.3% | -1.8% | -3.1% |
| 3M | -3.4% | -18.5% | +15.1% | +4.4% |
| 6M | -3.5% | -11.3% | +7.8% | -0.3% |
| YTD | -8.0% | +12.6% | -20.6% | -15.2% |
| 1Y | -13.7% | +29.8% | -43.5% | -25.5% |
| 3Y | +71.9% | +28.1% | +43.8% | +43.0% |
| 5Y | +40.9% | +17.7% | +23.2% | +19.1% |
| All | +280.7% | +192.4% | +88.3% | +102.2% |
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