+64.6%
TNA vs JBHT
+192.4%
-127.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +3.6% |
| 7D | -7.0% | -1.6% | -5.4% | -4.7% |
| 30D | -6.4% | -2.3% | -4.2% | -3.7% |
| 3M | -25.7% | -18.5% | -7.2% | -7.4% |
| 6M | -19.7% | -11.3% | -8.5% | -13.1% |
| YTD | +18.3% | +12.6% | +5.7% | -6.9% |
| 1Y | +24.6% | +29.8% | -5.2% | -18.6% |
| 3Y | +112.8% | +28.1% | +84.7% | +33.4% |
| 5Y | -49.5% | +17.7% | -67.2% | -62.6% |
| All | +64.6% | +192.4% | -127.8% | -60.3% |
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