+272.2%
TSEM vs JBHT
+15.0%
+257.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -3.6% | -8.4% | -10.9% |
| 7D | -30.3% | -1.4% | -28.9% | -29.9% |
| 30D | -49.3% | -3.1% | -46.2% | -48.9% |
| 3M | -38.0% | -19.5% | -18.4% | -34.2% |
| 6M | -41.9% | -9.6% | -32.3% | -40.9% |
| YTD | +11.6% | +13.3% | -1.8% | +5.7% |
| 1Y | +50.5% | +29.7% | +20.8% | +37.0% |
| 3Y | +445.3% | +28.3% | +417.0% | +382.6% |
| 5Y | +272.2% | +18.5% | +253.8% | +229.5% |
| All | +272.2% | +15.0% | +257.3% | +229.5% |
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