-21.2%
TMUS vs JBHT
+34.8%
-56.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.1% |
| 7D | +7.5% | +1.7% | +5.8% | +7.5% |
| 30D | -3.3% | -1.2% | -2.2% | -3.3% |
| 3M | -9.7% | -17.1% | +7.5% | -9.9% |
| 6M | -17.2% | -4.4% | -12.8% | -16.8% |
| YTD | -20.3% | +17.5% | -37.8% | -18.4% |
| 1Y | -21.2% | +32.6% | -53.8% | -19.3% |
| All | -21.2% | +34.8% | -56.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling