+2,602.0%
TFC vs JBHT
+9,288.5%
-6,686.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -1.0% |
| 7D | +1.1% | -1.4% | +2.4% | +1.5% |
| 30D | +7.8% | -3.1% | +10.8% | +8.7% |
| 3M | -4.8% | -19.5% | +14.8% | +1.0% |
| 6M | +1.8% | -9.6% | +11.4% | +3.9% |
| YTD | +4.4% | +13.3% | -8.9% | -0.5% |
| 1Y | +18.0% | +29.7% | -11.7% | +8.0% |
| 3Y | +85.2% | +28.3% | +56.9% | +66.4% |
| 5Y | -1.4% | +18.5% | -19.8% | -9.7% |
| 10Y | +95.7% | +198.1% | -102.4% | +39.7% |
| All | +2,602.0% | +9,288.5% | -6,686.4% | +1,007.6% |
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