-7.3%
TJX vs JBHT
+93.0%
-100.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -3.3% | +7.1% | -10.4% | -3.5% |
| 30D | -19.9% | +2.3% | -22.2% | -19.9% |
| 3M | -19.0% | -4.5% | -14.6% | -18.9% |
| 6M | -18.6% | +29.2% | -47.8% | -19.4% |
| YTD | -15.3% | +42.2% | -57.5% | -15.8% |
| 1Y | -7.3% | +93.7% | -101.1% | -5.8% |
| All | -7.3% | +93.0% | -100.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling