+101.7%
TRMB vs JBHT
+186.6%
-84.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | -16.6% | +0.9% | -17.5% | -17.0% |
| 30D | -8.9% | -1.1% | -7.8% | -8.7% |
| 3M | -6.3% | -14.8% | +8.5% | -0.6% |
| 6M | -10.0% | -7.4% | -2.5% | -8.7% |
| YTD | -30.1% | +17.3% | -47.4% | -37.4% |
| 1Y | -31.3% | +35.3% | -66.6% | -42.6% |
| 3Y | +30.8% | +33.9% | -3.1% | +5.4% |
| 5Y | -35.9% | +22.5% | -58.5% | -47.1% |
| 10Y | +101.7% | +181.3% | -79.6% | +4.3% |
| All | +101.7% | +186.6% | -84.9% | +4.3% |
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 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