+47,769.5%
TJX vs JBHT
+9,536.8%
+38,232.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.3% |
| 7D | -2.0% | +0.4% | -2.5% | -2.1% |
| 30D | -0.5% | -2.0% | +1.5% | 0.0% |
| 3M | -14.1% | -16.3% | +2.2% | -10.8% |
| 6M | -9.4% | -8.2% | -1.1% | -8.3% |
| YTD | -9.2% | +16.3% | -25.5% | -13.8% |
| 1Y | -3.3% | +32.2% | -35.5% | -11.2% |
| 3Y | +57.1% | +34.4% | +22.8% | +39.7% |
| 5Y | +112.3% | +20.3% | +92.0% | +90.6% |
| 10Y | +328.2% | +185.2% | +143.0% | +206.0% |
| All | +47,769.5% | +9,536.8% | +38,232.7% | +13,934.6% |
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