+320.5%
TMUS vs JBHT
+1,092.6%
-772.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.4% |
| 7D | +0.1% | +4.9% | -4.8% | -1.7% |
| 30D | +5.3% | +0.6% | +4.7% | +4.7% |
| 3M | +3.1% | -3.2% | +6.3% | +3.6% |
| 6M | -16.5% | +17.0% | -33.4% | -22.2% |
| YTD | -9.2% | +41.7% | -50.8% | -21.5% |
| 1Y | -26.5% | +90.0% | -116.5% | -44.0% |
| 3Y | +39.0% | +47.0% | -8.0% | +12.2% |
| 5Y | +40.4% | +58.3% | -17.9% | +5.4% |
| 10Y | +303.7% | +273.9% | +29.8% | +89.1% |
| All | +320.5% | +1,092.6% | -772.1% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling