+2,144.0%
TRGP vs JBHT
+570.7%
+1,573.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -5.0% |
| 7D | -6.5% | +1.7% | -8.2% | -7.2% |
| 30D | -0.4% | -1.2% | +0.7% | -0.3% |
| 3M | +8.8% | -17.1% | +25.9% | +16.3% |
| 6M | +11.0% | -4.4% | +15.4% | +10.0% |
| YTD | +57.4% | +17.5% | +39.9% | +39.9% |
| 1Y | +87.9% | +32.6% | +55.3% | +57.0% |
| 3Y | +244.4% | +33.0% | +211.4% | +170.5% |
| 5Y | +467.0% | +20.3% | +446.6% | +352.7% |
| 10Y | +836.9% | +209.1% | +627.8% | +321.4% |
| All | +2,144.0% | +570.7% | +1,573.3% | +660.6% |
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