-49.1%
TSLL vs JBHT
+26.4%
-75.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.4% | -7.1% |
| 7D | -9.4% | +1.7% | -11.1% | -10.6% |
| 30D | +1.6% | -1.2% | +2.7% | +2.1% |
| 3M | +29.4% | -17.1% | +46.5% | +46.3% |
| 6M | -20.1% | -4.4% | -15.8% | -19.9% |
| YTD | -44.5% | +17.5% | -62.0% | -54.5% |
| 1Y | -46.0% | +32.6% | -78.6% | -60.4% |
| 3Y | -4.3% | +33.0% | -37.3% | -33.1% |
| All | -49.1% | +26.4% | -75.6% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling