-10.3%
TSCO vs JBHT
+22.5%
-32.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.1% |
| 7D | +0.3% | +7.0% | -6.8% | -1.6% |
| 30D | +11.3% | +0.5% | +10.8% | +11.1% |
| 3M | +1.5% | -17.4% | +18.8% | +6.4% |
| 6M | +24.0% | -1.7% | +25.7% | +23.1% |
| YTD | -25.7% | +20.7% | -46.4% | -30.8% |
| 1Y | -33.6% | +41.1% | -74.6% | -41.0% |
| 3Y | -1.5% | +38.0% | -39.5% | -14.8% |
| All | -10.3% | +22.5% | -32.9% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling