+762.0%
TRGP vs JBHT
+192.4%
+569.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -16.0% | -1.6% | -14.4% | -15.5% |
| 30D | -6.4% | -2.3% | -4.2% | -5.9% |
| 3M | -1.0% | -18.5% | +17.5% | +5.8% |
| 6M | +7.0% | -11.3% | +18.2% | +9.3% |
| YTD | +46.1% | +12.6% | +33.5% | +33.4% |
| 1Y | +58.7% | +29.8% | +28.9% | +35.6% |
| 3Y | +221.9% | +28.1% | +193.8% | +161.7% |
| 5Y | +419.9% | +17.7% | +402.2% | +325.1% |
| All | +762.0% | +192.4% | +569.6% | +307.5% |
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