+46.7%
TNA vs JBHT
+183.5%
-136.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.0% | +1.9% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | +3.1% | -0.1% | +3.2% | +3.5% |
| 3M | -20.2% | -14.0% | -6.1% | -6.8% |
| 6M | -10.0% | -5.1% | -4.9% | -10.3% |
| YTD | +30.3% | +18.0% | +12.3% | -2.9% |
| 1Y | +31.1% | +36.5% | -5.4% | -19.3% |
| 3Y | +149.4% | +34.8% | +114.6% | +47.0% |
| 5Y | -42.5% | +21.4% | -63.9% | -58.7% |
| 10Y | +46.7% | +178.0% | -131.3% | -61.4% |
| All | +46.7% | +183.5% | -136.8% | -61.4% |
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 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