+13,634.3%
TSM vs JBHT
+9,014.0%
+4,620.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | 0.0% | +1.8% |
| 7D | +2.7% | +4.9% | -2.2% | +0.9% |
| 30D | +3.6% | +0.6% | +3.0% | +3.3% |
| 3M | -3.4% | -3.2% | -0.2% | -2.7% |
| 6M | +20.6% | +17.0% | +3.7% | +13.0% |
| YTD | +41.9% | +41.7% | +0.2% | +23.6% |
| 1Y | +84.4% | +90.0% | -5.6% | +42.0% |
| 3Y | +380.2% | +47.0% | +333.2% | +297.5% |
| 5Y | +275.3% | +58.3% | +217.0% | +197.6% |
| 10Y | +1,751.4% | +273.9% | +1,477.5% | +934.4% |
| All | +13,634.3% | +9,014.0% | +4,620.3% | +2,259.1% |
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