+1,320.5%
TSM vs JBHT
+194.3%
+1,126.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.6% | -7.2% | -9.5% |
| 7D | -18.2% | -1.4% | -16.8% | -17.7% |
| 30D | -26.8% | -3.1% | -23.7% | -26.0% |
| 3M | -14.5% | -19.5% | +5.1% | -8.2% |
| 6M | -10.0% | -9.6% | -0.4% | -8.0% |
| YTD | +17.1% | +13.3% | +3.8% | +9.1% |
| 1Y | +21.5% | +29.7% | -8.2% | +7.4% |
| 3Y | +300.4% | +28.3% | +272.1% | +241.9% |
| 5Y | +224.7% | +18.5% | +206.2% | +180.4% |
| All | +1,320.5% | +194.3% | +1,126.2% | +910.4% |
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