+12.3%
TMO vs JBHT
+22.5%
-10.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.6% |
| 7D | +0.8% | +7.0% | -6.2% | -1.3% |
| 30D | +4.0% | +0.5% | +3.5% | +3.8% |
| 3M | +17.6% | -17.4% | +35.0% | +23.7% |
| 6M | +57.3% | -1.7% | +59.0% | +55.3% |
| YTD | +21.2% | +20.7% | +0.4% | +10.6% |
| 1Y | +21.1% | +41.1% | -20.0% | +4.6% |
| 3Y | +58.8% | +38.0% | +20.8% | +33.1% |
| All | +12.3% | +22.5% | -10.2% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling