-21.0%
TSLQ vs JBHT
+34.8%
-55.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.4% | +6.8% |
| 7D | +9.8% | +1.7% | +8.1% | +10.4% |
| 30D | -6.0% | -1.2% | -4.9% | -6.3% |
| 3M | -35.0% | -17.1% | -17.9% | -37.9% |
| 6M | -24.9% | -4.4% | -20.5% | -26.8% |
| YTD | -12.7% | +17.5% | -30.2% | -10.2% |
| 1Y | -21.0% | +32.6% | -53.6% | -20.2% |
| All | -21.0% | +34.8% | -55.8% | -20.2% |
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