+220.2%
TRI vs JBHT
+186.6%
+33.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +5.0% | -1.1% | +6.1% | +5.1% |
| 3M | +4.6% | -14.8% | +19.4% | +6.9% |
| 6M | +18.3% | -7.4% | +25.7% | +19.0% |
| YTD | -14.7% | +17.3% | -32.0% | -18.3% |
| 1Y | -16.7% | +35.3% | -52.0% | -22.4% |
| 3Y | -11.3% | +33.9% | -45.3% | -19.3% |
| 5Y | -0.6% | +22.5% | -23.1% | -9.3% |
| 10Y | +220.2% | +181.3% | +38.9% | +137.4% |
| All | +220.2% | +186.6% | +33.7% | +137.4% |
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 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