+46,788.7%
TJX vs JBHT
+9,226.7%
+37,562.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -3.6% | -1.6% | -2.0% | -3.2% |
| 30D | -2.5% | -2.3% | -0.2% | -2.0% |
| 3M | -16.2% | -18.5% | +2.2% | -12.4% |
| 6M | -12.4% | -11.3% | -1.1% | -10.7% |
| YTD | -11.1% | +12.6% | -23.7% | -14.9% |
| 1Y | -4.7% | +29.8% | -34.5% | -12.1% |
| 3Y | +54.8% | +28.1% | +26.8% | +39.3% |
| 5Y | +104.3% | +17.7% | +86.6% | +84.4% |
| 10Y | +332.7% | +196.1% | +136.6% | +206.6% |
| All | +46,788.7% | +9,226.7% | +37,562.0% | +13,758.0% |
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