+14.6%
TMUS vs JBHT
+28.2%
-13.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +1.0% |
| 7D | +9.0% | -1.4% | +10.4% | +9.1% |
| 30D | -3.2% | -3.1% | -0.1% | -3.1% |
| 3M | -6.9% | -19.5% | +12.7% | -6.2% |
| 6M | -16.4% | -9.6% | -6.9% | -16.2% |
| YTD | -19.6% | +13.3% | -32.9% | -20.4% |
| 1Y | -19.9% | +29.7% | -49.6% | -21.3% |
| All | +14.6% | +28.2% | -13.6% | +10.4% |
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