+769.2%
TSEM vs JBHT
+192.4%
+576.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.1% |
| 7D | -17.5% | -1.6% | -15.9% | -17.0% |
| 30D | -44.7% | -2.3% | -42.4% | -44.3% |
| 3M | -38.9% | -18.5% | -20.4% | -34.8% |
| 6M | -36.7% | -11.3% | -25.4% | -34.9% |
| YTD | +17.0% | +12.6% | +4.4% | +9.9% |
| 1Y | +62.8% | +29.8% | +33.1% | +45.5% |
| 3Y | +471.3% | +28.1% | +443.2% | +397.0% |
| 5Y | +290.3% | +17.7% | +272.6% | +239.6% |
| All | +769.2% | +192.4% | +576.9% | +436.3% |
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