+852.7%
TSEM vs JBHT
+176.2%
+676.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +20.5% | +4.2% | +16.3% | +18.9% |
| 30D | -29.0% | -0.4% | -28.6% | -28.8% |
| 3M | -39.4% | -17.3% | -22.0% | -35.6% |
| 6M | -28.5% | -3.5% | -25.0% | -28.6% |
| YTD | +34.4% | +18.0% | +16.4% | +24.4% |
| 1Y | +48.3% | +35.5% | +12.8% | +30.8% |
| 3Y | +543.5% | +34.8% | +508.8% | +450.3% |
| 5Y | +331.4% | +19.7% | +311.7% | +274.3% |
| All | +852.7% | +176.2% | +676.5% | +458.7% |
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