-96.0%
TSLQ vs JBHT
+28.2%
-124.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -3.6% | +25.3% | +19.3% |
| 7D | +32.9% | -1.4% | +34.3% | +32.1% |
| 30D | +15.4% | -3.1% | +18.4% | +13.6% |
| 3M | -23.7% | -19.5% | -4.1% | -33.1% |
| 6M | -10.1% | -9.6% | -0.5% | -13.1% |
| YTD | +6.3% | +13.3% | -7.0% | +24.4% |
| 1Y | +4.6% | +29.7% | -25.1% | +37.1% |
| All | -96.0% | +28.2% | -124.3% | -92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling