+84.7%
TFC vs JBHT
+192.0%
-107.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.4% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +9.2% | -2.0% | +11.1% | +10.0% |
| 3M | -2.9% | -16.3% | +13.4% | +5.0% |
| 6M | +3.5% | -8.2% | +11.7% | +5.7% |
| YTD | +5.4% | +16.3% | -10.9% | -5.5% |
| 1Y | +17.3% | +32.2% | -14.9% | -1.9% |
| 3Y | +96.7% | +34.4% | +62.3% | +54.3% |
| 5Y | -1.1% | +20.3% | -21.4% | -19.2% |
| 10Y | +84.7% | +185.2% | -100.5% | -19.7% |
| All | +84.7% | +192.0% | -107.3% | -19.7% |
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