+42.0%
TMUS vs JBHT
+58.3%
-16.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -3.7% |
| 7D | +0.1% | +4.9% | -4.8% | -0.4% |
| 30D | +5.3% | +0.6% | +4.7% | +5.1% |
| 3M | +3.1% | -3.2% | +6.3% | +3.3% |
| 6M | -16.5% | +17.0% | -33.4% | -18.1% |
| YTD | -9.2% | +41.7% | -50.8% | -13.1% |
| 1Y | -26.5% | +90.0% | -116.5% | -32.5% |
| 3Y | +39.0% | +47.0% | -8.0% | +30.8% |
| All | +42.0% | +58.3% | -16.3% | +28.4% |
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 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