+663.0%
TSEM vs JBHT
+58.3%
+604.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.0% | +7.0% |
| 7D | +6.9% | +4.9% | +2.0% | +5.4% |
| 30D | +5.3% | +0.6% | +4.7% | +5.2% |
| 3M | -14.9% | -3.2% | -11.7% | -14.2% |
| 6M | +80.0% | +17.0% | +63.1% | +70.8% |
| YTD | +89.4% | +41.7% | +47.7% | +69.3% |
| 1Y | +253.1% | +90.0% | +163.1% | +187.8% |
| 3Y | +642.1% | +47.0% | +595.1% | +531.3% |
| All | +663.0% | +58.3% | +604.7% | +529.4% |
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