-20.1%
TSLQ vs JBHT
+31.8%
-51.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.1% | -14.2% | -9.8% |
| 7D | +8.5% | +0.2% | +8.3% | +9.0% |
| 30D | -4.8% | -2.2% | -2.6% | -5.0% |
| 3M | -34.9% | -16.5% | -18.4% | -37.6% |
| 6M | -10.6% | -8.4% | -2.2% | -13.2% |
| YTD | -13.4% | +16.1% | -29.4% | -6.8% |
| All | -20.1% | +31.8% | -51.9% | -11.5% |
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 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