-23.4%
TSLL vs JBHT
+89.9%
-113.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.8% | -14.7% | -12.4% |
| 7D | +1.9% | +4.9% | -3.0% | +0.9% |
| 30D | +17.8% | +0.6% | +17.2% | +17.6% |
| 3M | -37.0% | -3.2% | -33.8% | -36.5% |
| 6M | -37.7% | +17.0% | -54.6% | -38.5% |
| YTD | -51.4% | +41.7% | -93.0% | -51.9% |
| 1Y | -23.4% | +90.0% | -113.3% | -20.9% |
| All | -23.4% | +89.9% | -113.3% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling