+60.5%
TEM vs JBHT
+77.6%
-17.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.9% |
| 7D | +0.9% | +4.9% | -4.0% | -2.2% |
| 30D | +38.4% | +0.6% | +37.8% | +37.9% |
| 3M | +23.7% | -3.2% | +26.9% | +25.0% |
| 6M | +26.0% | +17.0% | +9.0% | +9.6% |
| YTD | +9.4% | +41.7% | -32.2% | -18.9% |
| 1Y | -17.3% | +90.0% | -107.3% | -53.4% |
| All | +60.5% | +77.6% | -17.1% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling