+388.2%
TMO vs JBHT
+192.0%
+196.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.9% |
| 7D | +5.7% | +0.4% | +5.3% | +5.6% |
| 30D | +9.7% | -2.0% | +11.6% | +10.3% |
| 3M | +21.6% | -16.3% | +37.9% | +27.4% |
| 6M | +55.5% | -8.2% | +63.7% | +57.2% |
| YTD | +24.9% | +16.3% | +8.6% | +16.0% |
| 1Y | +26.5% | +32.2% | -5.7% | +12.4% |
| 3Y | +64.0% | +34.4% | +29.6% | +40.6% |
| 5Y | +18.3% | +20.3% | -2.0% | +3.3% |
| 10Y | +388.2% | +185.2% | +203.0% | +219.0% |
| All | +388.2% | +192.0% | +196.2% | +219.0% |
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