-3.1%
TSCO vs JBHT
+58.3%
-61.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.3% |
| 7D | +0.8% | +4.9% | -4.1% | -0.6% |
| 30D | +5.5% | +0.6% | +4.9% | +5.0% |
| 3M | +20.0% | -3.2% | +23.2% | +20.6% |
| 6M | -29.8% | +17.0% | -46.7% | -33.4% |
| YTD | -28.7% | +41.7% | -70.3% | -36.0% |
| 1Y | -40.9% | +90.0% | -130.9% | -51.9% |
| 3Y | -15.9% | +47.0% | -62.9% | -27.3% |
| All | -3.1% | +58.3% | -61.3% | -20.4% |
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