+865.7%
TSEM vs JBHT
+191.4%
+674.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +9.8% |
| 7D | -2.0% | +0.2% | -2.2% | -1.9% |
| 30D | -33.4% | -2.2% | -31.3% | -32.9% |
| 3M | -39.7% | -16.5% | -23.2% | -36.2% |
| 6M | -27.8% | -8.4% | -19.4% | -26.6% |
| YTD | +29.7% | +16.1% | +13.6% | +20.7% |
| 1Y | +81.1% | +31.9% | +49.2% | +61.1% |
| 3Y | +529.3% | +34.1% | +495.2% | +438.9% |
| 5Y | +315.0% | +20.1% | +294.9% | +259.0% |
| 10Y | +865.7% | +184.7% | +681.0% | +475.8% |
| All | +865.7% | +191.4% | +674.3% | +475.8% |
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 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