+283.9%
TRV vs JBHT
+273.4%
+10.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | -0.1% | +4.9% | -5.0% | -1.4% |
| 30D | -3.4% | +0.6% | -4.0% | -3.8% |
| 3M | +26.4% | -3.2% | +29.6% | +26.8% |
| 6M | +19.3% | +17.0% | +2.3% | +13.1% |
| YTD | +28.3% | +41.7% | -13.3% | +15.0% |
| 1Y | +34.3% | +90.0% | -55.7% | +9.3% |
| 3Y | +140.1% | +47.0% | +93.2% | +106.4% |
| 5Y | +155.7% | +58.3% | +97.4% | +106.1% |
| All | +283.9% | +273.4% | +10.5% | +111.6% |
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