+328.2%
TJX vs JBHT
+191.4%
+136.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.1% |
| 7D | -2.0% | +0.2% | -2.3% | -2.1% |
| 30D | -0.5% | -2.2% | +1.7% | +0.1% |
| 3M | -14.1% | -16.5% | +2.3% | -10.0% |
| 6M | -9.4% | -8.4% | -0.9% | -8.2% |
| YTD | -9.2% | +16.1% | -25.3% | -15.5% |
| 1Y | -3.3% | +31.9% | -35.3% | -13.8% |
| 3Y | +57.1% | +34.1% | +23.0% | +33.6% |
| 5Y | +112.3% | +20.1% | +92.2% | +81.9% |
| 10Y | +328.2% | +184.7% | +143.5% | +147.3% |
| All | +328.2% | +191.4% | +136.8% | +147.3% |
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 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