+224.7%
TSM vs JBHT
+15.0%
+209.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.6% | -7.2% | -9.6% |
| 7D | -18.2% | -1.4% | -16.8% | -17.8% |
| 30D | -26.8% | -3.1% | -23.7% | -26.1% |
| 3M | -14.5% | -19.5% | +5.1% | -8.7% |
| 6M | -10.0% | -9.6% | -0.4% | -8.2% |
| YTD | +17.1% | +13.3% | +3.8% | +9.4% |
| 1Y | +21.5% | +29.7% | -8.2% | +8.1% |
| 3Y | +300.4% | +28.3% | +272.1% | +243.6% |
| 5Y | +224.7% | +18.5% | +206.2% | +182.4% |
| All | +224.7% | +15.0% | +209.7% | +182.4% |
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 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