+106.1%
TRMB vs JBHT
+183.5%
-77.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.5% | +2.9% |
| 7D | +4.1% | +0.5% | +3.6% | +3.9% |
| 30D | -5.1% | -0.1% | -5.0% | -5.3% |
| 3M | -2.6% | -14.0% | +11.4% | +2.9% |
| 6M | -2.7% | -5.1% | +2.4% | -2.5% |
| YTD | -27.9% | +18.0% | -46.0% | -35.6% |
| 1Y | -29.0% | +36.5% | -65.5% | -40.9% |
| 3Y | +35.0% | +34.8% | +0.2% | +8.5% |
| 5Y | -33.9% | +21.4% | -55.3% | -45.2% |
| 10Y | +106.1% | +178.0% | -71.8% | +7.8% |
| All | +106.1% | +183.5% | -77.3% | +7.8% |
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