+12.5%
TSN vs JBHT
+194.3%
-181.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.9% |
| 7D | +6.9% | -1.4% | +8.2% | +7.2% |
| 30D | +15.7% | -3.1% | +18.7% | +16.4% |
| 3M | +4.3% | -19.5% | +23.8% | +8.8% |
| 6M | -10.6% | -9.6% | -1.0% | -9.7% |
| YTD | +5.2% | +13.3% | -8.1% | +0.1% |
| 1Y | +18.7% | +29.7% | -11.0% | +9.1% |
| 3Y | +41.8% | +28.3% | +13.5% | +26.6% |
| 5Y | -13.6% | +18.5% | -32.0% | -22.7% |
| All | +12.5% | +194.3% | -181.8% | -24.8% |
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