+41.0%
TMUS vs JBHT
+17.1%
+23.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +3.6% | -1.6% | +5.2% | +3.7% |
| 30D | -3.4% | -2.3% | -1.1% | -3.2% |
| 3M | -9.5% | -18.5% | +9.0% | -7.8% |
| 6M | -15.2% | -11.3% | -3.9% | -14.6% |
| YTD | -18.9% | +12.6% | -31.5% | -20.8% |
| 1Y | -17.7% | +29.8% | -47.5% | -21.1% |
| 3Y | +15.6% | +28.1% | -12.4% | +9.1% |
| All | +41.0% | +17.1% | +23.9% | +29.2% |
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