-97.7%
TSLQ vs JBHT
+47.0%
-144.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.3% |
| 7D | -7.3% | +0.5% | -7.8% | -6.3% |
| 30D | -13.2% | -0.1% | -13.1% | -12.5% |
| 3M | -37.6% | -14.0% | -23.6% | -42.4% |
| 6M | -9.3% | -5.1% | -4.2% | -9.1% |
| YTD | -19.1% | +18.0% | -37.1% | -3.6% |
| 1Y | -27.2% | +36.5% | -63.7% | -2.6% |
| 3Y | -97.1% | +34.8% | -131.8% | -95.0% |
| All | -97.7% | +47.0% | -144.8% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling