+197.0%
TSCO vs JBHT
+275.4%
-78.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.2% |
| 7D | +0.8% | +4.9% | -4.1% | -0.8% |
| 30D | +5.5% | +0.6% | +4.9% | +5.0% |
| 3M | +20.0% | -3.2% | +23.2% | +20.7% |
| 6M | -29.8% | +17.0% | -46.7% | -33.9% |
| YTD | -28.7% | +41.7% | -70.3% | -37.1% |
| 1Y | -40.9% | +90.0% | -130.9% | -53.4% |
| 3Y | -15.9% | +47.0% | -62.9% | -29.3% |
| 5Y | -3.5% | +58.3% | -61.8% | -23.0% |
| All | +197.0% | +275.4% | -78.5% | +67.9% |
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 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