+2,040.3%
TRGP vs JBHT
+546.9%
+1,493.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.1% | -3.1% |
| 7D | -12.6% | -1.4% | -11.2% | -12.1% |
| 30D | -4.5% | -3.1% | -1.4% | -3.5% |
| 3M | +4.9% | -19.5% | +24.5% | +13.6% |
| 6M | +5.6% | -9.6% | +15.1% | +7.3% |
| YTD | +50.1% | +13.3% | +36.8% | +35.6% |
| 1Y | +70.2% | +29.7% | +40.5% | +43.7% |
| 3Y | +228.5% | +28.3% | +200.2% | +162.1% |
| 5Y | +434.1% | +18.5% | +415.6% | +328.2% |
| 10Y | +793.6% | +198.1% | +595.5% | +308.3% |
| All | +2,040.3% | +546.9% | +1,493.4% | +637.1% |
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