-34.4%
TSEM vs JBHT
+6,956.9%
-6,991.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -3.6% | -8.4% | -11.1% |
| 7D | -30.3% | -1.4% | -28.9% | -30.0% |
| 30D | -49.3% | -3.1% | -46.2% | -48.9% |
| 3M | -38.0% | -19.5% | -18.4% | -34.7% |
| 6M | -41.9% | -9.6% | -32.3% | -40.9% |
| YTD | +11.6% | +13.3% | -1.8% | +6.9% |
| 1Y | +50.5% | +29.7% | +20.8% | +39.3% |
| 3Y | +445.3% | +28.3% | +417.0% | +397.4% |
| 5Y | +272.2% | +18.5% | +253.8% | +239.9% |
| 10Y | +748.9% | +198.1% | +550.8% | +504.9% |
| All | -34.4% | +6,956.9% | -6,991.3% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling