+1,304.5%
TSEM vs JBHT
+272.5%
+1,032.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.0% | +6.8% |
| 7D | +6.9% | +4.9% | +2.0% | +5.1% |
| 30D | +5.3% | +0.6% | +4.7% | +5.2% |
| 3M | -14.9% | -3.2% | -11.7% | -14.0% |
| 6M | +80.0% | +17.0% | +63.1% | +69.5% |
| YTD | +89.4% | +41.7% | +47.7% | +65.6% |
| 1Y | +253.1% | +90.0% | +163.1% | +174.7% |
| 3Y | +642.1% | +47.0% | +595.1% | +518.3% |
| 5Y | +659.1% | +58.3% | +600.8% | +495.7% |
| All | +1,304.5% | +272.5% | +1,032.0% | +630.6% |
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