-16.7%
TLN vs JBHT
+89.9%
-106.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +0.9% | +3.5% |
| 7D | +7.1% | +4.9% | +2.2% | +6.5% |
| 30D | -3.9% | +0.6% | -4.5% | -3.9% |
| 3M | -16.2% | -3.2% | -13.0% | -16.0% |
| 6M | -5.8% | +17.0% | -22.8% | -8.3% |
| YTD | -15.4% | +41.7% | -57.1% | -18.7% |
| 1Y | -16.7% | +90.0% | -106.7% | -21.1% |
| All | -16.7% | +89.9% | -106.6% | -21.1% |
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