+16.9%
TSN vs JBHT
+183.5%
-166.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.3% | +0.5% | -0.7% | -0.4% |
| 30D | +11.8% | -0.1% | +11.8% | +11.7% |
| 3M | +7.1% | -14.0% | +21.1% | +10.1% |
| 6M | -9.2% | -5.1% | -4.1% | -9.2% |
| YTD | +4.8% | +18.0% | -13.2% | -1.3% |
| 1Y | +11.6% | +36.5% | -24.9% | +1.4% |
| 3Y | +41.5% | +34.8% | +6.8% | +24.9% |
| 5Y | -15.5% | +21.4% | -37.0% | -24.8% |
| 10Y | +16.9% | +178.0% | -161.1% | -24.1% |
| All | +16.9% | +183.5% | -166.6% | -24.1% |
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 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