+6,961.6%
TRV vs JBHT
+9,226.7%
-2,265.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | -0.3% | -1.6% | +1.3% | +0.1% |
| 30D | +9.6% | -2.3% | +11.9% | +10.1% |
| 3M | +2.7% | -18.5% | +21.2% | +6.4% |
| 6M | +32.0% | -11.3% | +43.3% | +34.1% |
| YTD | +37.8% | +12.6% | +25.2% | +33.1% |
| 1Y | +45.2% | +29.8% | +15.5% | +36.2% |
| 3Y | +145.3% | +28.1% | +117.2% | +125.7% |
| 5Y | +172.3% | +17.7% | +154.6% | +151.1% |
| 10Y | +367.3% | +196.1% | +171.2% | +255.6% |
| All | +6,961.6% | +9,226.7% | -2,265.2% | +2,872.9% |
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