+887.4%
TSEM vs JBHT
+183.5%
+703.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.4% |
| 7D | +6.8% | +0.5% | +6.3% | +6.8% |
| 30D | -26.6% | -0.1% | -26.5% | -26.6% |
| 3M | -36.3% | -14.0% | -22.3% | -33.3% |
| 6M | -30.6% | -5.1% | -25.5% | -30.2% |
| YTD | +35.3% | +18.0% | +17.3% | +25.2% |
| 1Y | +59.2% | +36.5% | +22.7% | +40.0% |
| 3Y | +547.7% | +34.8% | +512.9% | +453.7% |
| 5Y | +337.5% | +21.4% | +316.1% | +277.2% |
| 10Y | +887.4% | +178.0% | +709.4% | +469.0% |
| All | +887.4% | +183.5% | +703.9% | +469.0% |
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