-30.8%
TSCO vs JBHT
+33.2%
-64.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +6.8% | +0.9% | +5.9% | +6.6% |
| 30D | +11.3% | -1.1% | +12.4% | +11.5% |
| 3M | +9.1% | -14.8% | +23.9% | +12.2% |
| 6M | +24.2% | -7.4% | +31.6% | +23.9% |
| YTD | -23.5% | +17.3% | -40.9% | -28.9% |
| 1Y | -30.8% | +35.3% | -66.1% | -37.8% |
| All | -30.8% | +33.2% | -64.0% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling