+100.2%
TRMB vs JBHT
+194.3%
-94.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | +0.5% |
| 7D | -17.9% | -1.4% | -16.5% | -17.5% |
| 30D | -12.0% | -3.1% | -8.9% | -11.0% |
| 3M | -8.4% | -19.5% | +11.1% | -0.3% |
| 6M | -21.5% | -9.6% | -12.0% | -19.7% |
| YTD | -31.5% | +13.3% | -44.8% | -37.7% |
| 1Y | -33.4% | +29.7% | -63.1% | -43.3% |
| 3Y | +26.5% | +28.3% | -1.8% | +4.0% |
| 5Y | -37.9% | +18.5% | -56.4% | -47.9% |
| All | +100.2% | +194.3% | -94.1% | +8.0% |
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