-97.7%
TSLQ vs JBHT
+50.4%
-148.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +5.3% |
| 7D | -16.8% | +7.0% | -23.9% | -12.7% |
| 30D | -18.0% | +0.5% | -18.5% | -16.9% |
| 3M | -34.5% | -17.4% | -17.1% | -41.3% |
| 6M | -8.9% | -1.7% | -7.2% | -6.6% |
| YTD | -19.0% | +20.7% | -39.7% | -2.0% |
| 1Y | -38.2% | +41.1% | -79.3% | -15.6% |
| 3Y | -96.9% | +38.0% | -134.9% | -94.7% |
| All | -97.7% | +50.4% | -148.1% | -95.8% |
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