+1.8%
TFC vs JBHT
-8.5%
+10.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -1.3% |
| 7D | +1.1% | -1.4% | +2.4% | +1.4% |
| 30D | +7.8% | -3.1% | +10.8% | +8.4% |
| 3M | -4.8% | -19.5% | +14.8% | -0.9% |
| 6M | +1.8% | -9.6% | +11.4% | +3.3% |
| All | +1.8% | -8.5% | +10.4% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling