-9.9%
TSCO vs JBHT
+17.1%
-27.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +7.1% | -1.6% | +8.7% | +7.6% |
| 30D | +11.8% | -2.3% | +14.1% | +12.5% |
| 3M | +7.4% | -18.5% | +25.8% | +12.9% |
| 6M | +13.4% | -11.3% | +24.7% | +16.0% |
| YTD | -25.9% | +12.6% | -38.5% | -29.6% |
| 1Y | -29.9% | +29.8% | -59.7% | -36.3% |
| 3Y | -3.4% | +28.1% | -31.4% | -14.6% |
| All | -9.9% | +17.1% | -27.0% | -21.1% |
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 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