+88.9%
TEM vs JBHT
+41.2%
+47.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.6% | +8.4% |
| 7D | +5.3% | -1.6% | +6.9% | +6.4% |
| 30D | +8.1% | -2.3% | +10.4% | +9.6% |
| 3M | +64.9% | -18.5% | +83.4% | +83.8% |
| 6M | +42.1% | -11.3% | +53.4% | +46.9% |
| YTD | +28.8% | +12.6% | +16.2% | +8.1% |
| 1Y | +5.5% | +29.8% | -24.3% | -21.6% |
| All | +88.9% | +41.2% | +47.8% | +18.4% |
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