+285.8%
TEL vs JBHT
+182.5%
+103.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.7% |
| 7D | +4.5% | +7.0% | -2.5% | +1.5% |
| 30D | +2.9% | +0.5% | +2.4% | +2.7% |
| 3M | +1.1% | -17.4% | +18.5% | +8.9% |
| 6M | +5.0% | -1.7% | +6.7% | +3.8% |
| YTD | -3.9% | +20.7% | -24.6% | -14.0% |
| 1Y | -7.4% | +41.1% | -48.5% | -22.9% |
| 3Y | +81.0% | +38.0% | +43.0% | +45.7% |
| 5Y | +42.3% | +22.5% | +19.8% | +18.6% |
| All | +285.8% | +182.5% | +103.3% | +103.1% |
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