-45.4%
TNA vs JBHT
+21.4%
-66.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +7.7% | +4.2% | +3.5% | +3.2% |
| 30D | -0.7% | -0.4% | -0.3% | 0.0% |
| 3M | -25.4% | -17.3% | -8.0% | -10.3% |
| 6M | -11.8% | -3.5% | -8.3% | -13.8% |
| YTD | +23.9% | +18.0% | +5.9% | -5.0% |
| 1Y | +25.6% | +35.5% | -9.9% | -18.2% |
| 3Y | +137.1% | +34.8% | +102.3% | +50.9% |
| 5Y | -45.4% | +19.7% | -65.1% | -60.4% |
| All | -45.4% | +21.4% | -66.8% | -60.4% |
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 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