+235.4%
TMUS vs JBHT
+194.3%
+41.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +1.6% |
| 7D | +9.0% | -1.4% | +10.4% | +9.3% |
| 30D | -3.2% | -3.1% | -0.1% | -2.7% |
| 3M | -6.9% | -19.5% | +12.7% | -3.2% |
| 6M | -16.4% | -9.6% | -6.9% | -15.6% |
| YTD | -19.6% | +13.3% | -32.9% | -23.1% |
| 1Y | -19.9% | +29.7% | -49.6% | -25.7% |
| 3Y | +14.5% | +28.3% | -13.8% | +3.4% |
| 5Y | +37.7% | +18.5% | +19.2% | +24.0% |
| All | +235.4% | +194.3% | +41.2% | +132.7% |
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