+199.5%
TSCO vs JBHT
+276.8%
-77.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +1.7% | +7.1% | -5.5% | -0.6% |
| 30D | +2.8% | +2.3% | +0.5% | +1.8% |
| 3M | +17.9% | -4.5% | +22.4% | +19.1% |
| 6M | -28.6% | +29.2% | -57.8% | -34.8% |
| YTD | -28.0% | +42.2% | -70.2% | -36.6% |
| 1Y | -39.9% | +93.7% | -133.6% | -52.9% |
| 3Y | -14.0% | +53.2% | -67.2% | -28.8% |
| 5Y | -2.9% | +62.4% | -65.3% | -23.3% |
| 10Y | +199.5% | +274.7% | -75.2% | +69.1% |
| All | +199.5% | +276.8% | -77.3% | +69.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling