+7,099.0%
TRV vs JBHT
+9,288.5%
-2,189.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.9% |
| 7D | +1.2% | -1.4% | +2.5% | +1.4% |
| 30D | +11.7% | -3.1% | +14.8% | +12.4% |
| 3M | +5.7% | -19.5% | +25.3% | +9.8% |
| 6M | +34.7% | -9.6% | +44.3% | +36.3% |
| YTD | +40.5% | +13.3% | +27.2% | +35.5% |
| 1Y | +47.9% | +29.7% | +18.2% | +38.7% |
| 3Y | +151.7% | +28.3% | +123.4% | +131.5% |
| 5Y | +177.6% | +18.5% | +159.1% | +155.7% |
| 10Y | +376.4% | +198.1% | +178.3% | +262.0% |
| All | +7,099.0% | +9,288.5% | -2,189.5% | +2,926.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling