+12,606.5%
TSM vs JBHT
+7,459.0%
+5,147.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -10.0% | +1.7% | -11.7% | -10.5% |
| 30D | -18.5% | -1.2% | -17.4% | -18.3% |
| 3M | -4.9% | -17.1% | +12.3% | +0.9% |
| 6M | -1.0% | -4.4% | +3.4% | -0.7% |
| YTD | +31.3% | +17.5% | +13.8% | +21.4% |
| 1Y | +36.0% | +32.6% | +3.4% | +20.1% |
| 3Y | +348.7% | +33.0% | +315.7% | +282.5% |
| 5Y | +264.0% | +20.3% | +243.6% | +216.8% |
| 10Y | +1,550.5% | +209.1% | +1,341.4% | +880.1% |
| All | +12,606.5% | +7,459.0% | +5,147.5% | +2,216.1% |
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