+476.5%
TSEM vs JBHT
+38.8%
+437.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.3% | -9.2% | -7.7% |
| 7D | +7.0% | +7.0% | -0.1% | +4.6% |
| 30D | -29.8% | +0.5% | -30.3% | -29.9% |
| 3M | -41.9% | -17.4% | -24.6% | -38.5% |
| 6M | -45.8% | -1.7% | -44.0% | -46.3% |
| YTD | +25.1% | +20.7% | +4.4% | +14.4% |
| 1Y | +48.2% | +41.1% | +7.2% | +28.6% |
| 3Y | +476.5% | +38.0% | +438.5% | +352.0% |
| All | +476.5% | +38.8% | +437.7% | +352.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling