+486.7%
TLN vs JBHT
+28.2%
+458.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.3% | -2.7% |
| 7D | -9.4% | -1.4% | -8.0% | -9.2% |
| 30D | -15.2% | -3.1% | -12.2% | -14.9% |
| 3M | -4.1% | -19.5% | +15.4% | -1.2% |
| 6M | -17.8% | -9.6% | -8.3% | -17.5% |
| YTD | -15.6% | +13.3% | -28.9% | -19.2% |
| 1Y | -21.6% | +29.7% | -51.3% | -26.8% |
| All | +486.7% | +28.2% | +458.5% | +418.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling