+273.0%
TSEM vs JBHT
+17.1%
+255.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.0% |
| 7D | -17.5% | -1.6% | -15.9% | -17.1% |
| 30D | -44.7% | -2.3% | -42.4% | -44.4% |
| 3M | -38.9% | -18.5% | -20.4% | -35.5% |
| 6M | -36.7% | -11.3% | -25.4% | -35.2% |
| YTD | +17.0% | +12.6% | +4.4% | +11.0% |
| 1Y | +62.8% | +29.8% | +33.1% | +48.3% |
| 3Y | +471.3% | +28.1% | +443.2% | +406.1% |
| All | +273.0% | +17.1% | +255.9% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling