+731.6%
TLN vs JBHT
+38.1%
+693.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +22.3% | +4.2% | +18.1% | +21.6% |
| 30D | +1.2% | -0.4% | +1.6% | +1.2% |
| 3M | +5.9% | -17.3% | +23.3% | +8.6% |
| 6M | +3.2% | -3.5% | +6.7% | +2.6% |
| YTD | +3.2% | +18.0% | -14.9% | -1.3% |
| 1Y | +5.2% | +35.5% | -30.3% | -1.7% |
| 3Y | +606.3% | +34.8% | +571.5% | +546.4% |
| All | +731.6% | +38.1% | +693.4% | +668.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling