-96.9%
TSLQ vs JBHT
+31.9%
-128.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.1% | -14.2% | -8.9% |
| 7D | +8.5% | +0.4% | +8.0% | +9.5% |
| 30D | -4.8% | -2.0% | -2.8% | -5.2% |
| 3M | -34.9% | -16.3% | -18.6% | -41.1% |
| 6M | -10.6% | -8.2% | -2.4% | -12.6% |
| YTD | -13.4% | +16.3% | -29.7% | +3.4% |
| 1Y | -25.9% | +32.2% | -58.1% | -1.4% |
| 3Y | -96.9% | +34.4% | -131.3% | -94.5% |
| All | -96.9% | +31.9% | -128.8% | -94.5% |
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 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