+311.9%
TMO vs JBHT
+276.8%
+35.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +0.4% | +7.1% | -6.7% | -1.8% |
| 30D | +1.5% | +2.3% | -0.8% | +0.6% |
| 3M | +28.5% | -4.5% | +33.0% | +29.8% |
| 6M | +20.4% | +29.2% | -8.9% | +9.4% |
| YTD | +4.3% | +42.2% | -37.9% | -8.5% |
| 1Y | +24.1% | +93.7% | -69.6% | -2.9% |
| 3Y | +17.5% | +53.2% | -35.7% | -2.7% |
| 5Y | +6.8% | +62.4% | -55.6% | -14.9% |
| 10Y | +311.9% | +274.7% | +37.2% | +129.3% |
| All | +311.9% | +276.8% | +35.1% | +129.3% |
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 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