+129.7%
TROW vs JBHT
+273.4%
-143.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.4% |
| 7D | -1.3% | +4.9% | -6.2% | -3.6% |
| 30D | -4.5% | +0.6% | -5.1% | -5.2% |
| 3M | +3.9% | -3.2% | +7.1% | +4.5% |
| 6M | +22.6% | +17.0% | +5.6% | +11.0% |
| YTD | +10.1% | +41.7% | -31.5% | -10.2% |
| 1Y | +3.6% | +90.0% | -86.4% | -29.6% |
| 3Y | +12.4% | +47.0% | -34.6% | -14.6% |
| 5Y | -37.5% | +58.3% | -95.8% | -55.6% |
| All | +129.7% | +273.4% | -143.7% | -5.8% |
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