+54.2%
TMO vs JBHT
+27.4%
+26.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -0.3% | -1.6% | +1.3% | +0.1% |
| 30D | +4.9% | -2.3% | +7.2% | +5.5% |
| 3M | +19.9% | -18.5% | +38.3% | +25.2% |
| 6M | +47.2% | -11.3% | +58.4% | +49.2% |
| YTD | +20.2% | +12.6% | +7.7% | +12.6% |
| 1Y | +23.2% | +29.8% | -6.6% | +10.3% |
| 3Y | +54.2% | +28.1% | +26.1% | +26.1% |
| All | +54.2% | +27.4% | +26.8% | +26.1% |
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 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