-97.3%
TSLQ vs JBHT
+40.2%
-137.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.7% | -7.7% | -8.8% |
| 7D | +19.7% | -1.6% | +21.3% | +18.8% |
| 30D | +4.1% | -2.3% | +6.4% | +3.1% |
| 3M | -30.9% | -18.5% | -12.4% | -38.7% |
| 6M | -13.6% | -11.3% | -2.4% | -17.7% |
| YTD | -2.6% | +12.6% | -15.2% | +12.0% |
| 1Y | -10.4% | +29.8% | -40.2% | +15.1% |
| 3Y | -96.4% | +28.1% | -124.5% | -94.1% |
| All | -97.3% | +40.2% | -137.5% | -95.2% |
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