+45,672.9%
TJX vs JBHT
+11,637.0%
+34,035.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | -2.2% | +4.9% | -7.1% | -3.4% |
| 30D | -17.1% | +0.6% | -17.7% | -17.4% |
| 3M | -16.5% | -3.2% | -13.3% | -16.2% |
| 6M | -17.8% | +17.0% | -34.8% | -21.6% |
| YTD | -13.2% | +41.7% | -54.9% | -21.2% |
| 1Y | -5.2% | +90.0% | -95.2% | -20.9% |
| 3Y | +48.2% | +47.0% | +1.3% | +29.2% |
| 5Y | +99.8% | +58.3% | +41.5% | +67.8% |
| 10Y | +291.1% | +273.9% | +17.2% | +162.6% |
| All | +45,672.9% | +11,637.0% | +34,035.9% | +12,733.0% |
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