-60.3%
TSLL vs JBHT
+21.9%
-82.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.6% | -18.3% | -19.2% |
| 7D | -28.9% | -1.4% | -27.5% | -27.7% |
| 30D | -21.4% | -3.1% | -18.4% | -19.3% |
| 3M | +5.0% | -19.5% | +24.5% | +22.1% |
| 6M | -36.6% | -9.6% | -27.0% | -33.1% |
| YTD | -56.6% | +13.3% | -70.0% | -63.2% |
| 1Y | -60.9% | +29.7% | -90.6% | -70.7% |
| 3Y | -25.2% | +28.3% | -53.5% | -45.9% |
| All | -60.3% | +21.9% | -82.2% | -69.5% |
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