+227.5%
TSCO vs JBHT
+191.4%
+36.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.9% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | +11.0% | -2.2% | +13.1% | +11.7% |
| 3M | +9.0% | -16.5% | +25.4% | +14.6% |
| 6M | +23.9% | -8.4% | +32.3% | +25.9% |
| YTD | -23.7% | +16.1% | -39.8% | -28.7% |
| 1Y | -29.4% | +31.9% | -61.4% | -36.9% |
| 3Y | +1.6% | +34.1% | -32.5% | -12.9% |
| 5Y | -7.1% | +20.1% | -27.2% | -18.9% |
| 10Y | +227.5% | +184.7% | +42.9% | +87.7% |
| All | +227.5% | +191.4% | +36.1% | +87.7% |
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