+181.6%
TRV vs JBHT
+21.4%
+160.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +4.2% | -4.1% | -0.5% |
| 30D | +8.0% | -0.4% | +8.4% | +8.0% |
| 3M | +9.3% | -17.3% | +26.6% | +11.9% |
| 6M | +36.2% | -3.5% | +39.7% | +35.7% |
| YTD | +40.6% | +18.0% | +22.5% | +35.4% |
| 1Y | +43.1% | +35.5% | +7.5% | +34.7% |
| 3Y | +149.6% | +34.8% | +114.8% | +131.9% |
| 5Y | +181.6% | +19.7% | +161.9% | +159.8% |
| All | +181.6% | +21.4% | +160.2% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling