-97.0%
TSLQ vs JBHT
+76.4%
-173.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +14.0% |
| 7D | -5.8% | +4.9% | -10.7% | -2.3% |
| 30D | -22.1% | +0.6% | -22.7% | -21.2% |
| 3M | +10.1% | -3.2% | +13.3% | +9.8% |
| 6M | -6.8% | +17.0% | -23.7% | +6.8% |
| YTD | +8.5% | +41.7% | -33.1% | +44.3% |
| 1Y | -49.7% | +90.0% | -139.7% | -16.0% |
| 3Y | -95.6% | +47.0% | -142.6% | -92.2% |
| All | -97.0% | +76.4% | -173.4% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling