+11.8%
TSN vs JBHT
+191.4%
-179.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.4% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +12.1% | -2.2% | +14.2% | +12.5% |
| 3M | +4.1% | -16.5% | +20.6% | +7.7% |
| 6M | -10.9% | -8.4% | -2.4% | -10.2% |
| YTD | +4.8% | +16.1% | -11.3% | -0.9% |
| 1Y | +17.6% | +31.9% | -14.3% | +7.8% |
| 3Y | +43.2% | +34.1% | +9.1% | +26.5% |
| 5Y | -13.9% | +20.1% | -34.0% | -23.1% |
| 10Y | +11.8% | +184.7% | -172.8% | -25.5% |
| All | +11.8% | +191.4% | -179.6% | -25.5% |
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