+78.6%
TNA vs JBHT
+273.4%
-194.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -2.8% |
| 7D | -0.1% | +4.9% | -5.0% | -6.1% |
| 30D | -4.9% | +0.6% | -5.5% | -6.3% |
| 3M | +0.4% | -3.2% | +3.6% | +1.9% |
| 6M | +32.5% | +17.0% | +15.6% | +4.1% |
| YTD | +53.7% | +41.7% | +12.1% | -6.6% |
| 1Y | +65.1% | +90.0% | -24.9% | -39.1% |
| 3Y | +98.4% | +47.0% | +51.5% | +8.8% |
| 5Y | -22.5% | +58.3% | -80.8% | -60.4% |
| All | +78.6% | +273.4% | -194.9% | -69.1% |
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