+1,502.2%
TSM vs JBHT
+192.0%
+1,310.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.4% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | -14.3% | -2.0% | -12.3% | -13.7% |
| 3M | -7.2% | -16.3% | +9.1% | -1.8% |
| 6M | -5.1% | -8.2% | +3.1% | -3.5% |
| YTD | +28.9% | +16.3% | +12.6% | +19.0% |
| 1Y | +37.1% | +32.2% | +4.9% | +20.3% |
| 3Y | +341.5% | +34.4% | +307.1% | +270.1% |
| 5Y | +245.7% | +20.3% | +225.4% | +196.9% |
| 10Y | +1,502.2% | +185.2% | +1,317.0% | +978.5% |
| All | +1,502.2% | +192.0% | +1,310.2% | +978.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling