+611.6%
TRI vs JBHT
+3,908.9%
-3,297.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.5% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | +13.4% | -2.3% | +15.7% | +13.9% |
| 3M | +13.1% | -18.5% | +31.6% | +18.2% |
| 6M | +24.4% | -11.3% | +35.7% | +26.8% |
| YTD | -11.4% | +12.6% | -24.0% | -15.8% |
| 1Y | -15.6% | +29.8% | -45.3% | -22.7% |
| 3Y | -6.5% | +28.1% | -34.5% | -17.0% |
| 5Y | +5.3% | +17.7% | -12.4% | -6.4% |
| 10Y | +239.9% | +196.1% | +43.8% | +121.1% |
| All | +611.6% | +3,908.9% | -3,297.3% | +127.3% |
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