-38.2%
TSLQ vs JBHT
+39.4%
-77.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +4.6% |
| 7D | -16.8% | +7.0% | -23.9% | -14.5% |
| 30D | -18.0% | +0.5% | -18.5% | -17.2% |
| 3M | -34.5% | -17.4% | -17.1% | -37.1% |
| 6M | -8.9% | -1.7% | -7.2% | -10.1% |
| YTD | -19.0% | +20.7% | -39.7% | -15.7% |
| 1Y | -38.2% | +41.1% | -79.3% | -39.7% |
| All | -38.2% | +39.4% | -77.6% | -39.7% |
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