+1,316.1%
TNA vs JBHT
+1,257.4%
+58.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -3.4% |
| 7D | -0.1% | +4.9% | -5.0% | -7.0% |
| 30D | -4.9% | +0.6% | -5.5% | -6.7% |
| 3M | +0.4% | -3.2% | +3.6% | +1.8% |
| 6M | +32.5% | +17.0% | +15.6% | -0.1% |
| YTD | +53.7% | +41.7% | +12.1% | -13.7% |
| 1Y | +65.1% | +90.0% | -24.9% | -48.4% |
| 3Y | +98.4% | +47.0% | +51.5% | -5.6% |
| 5Y | -22.5% | +58.3% | -80.8% | -66.5% |
| 10Y | +82.5% | +273.9% | -191.4% | -79.0% |
| All | +1,316.1% | +1,257.4% | +58.7% | -80.6% |
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