+11.7%
TSN vs JBHT
+192.4%
-180.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +4.6% | -1.6% | +6.2% | +5.0% |
| 30D | +15.4% | -2.3% | +17.7% | +15.9% |
| 3M | +2.9% | -18.5% | +21.4% | +7.0% |
| 6M | -10.8% | -11.3% | +0.5% | -9.5% |
| YTD | +4.5% | +12.6% | -8.1% | -0.5% |
| 1Y | +19.5% | +29.8% | -10.2% | +9.8% |
| 3Y | +42.2% | +28.1% | +14.1% | +27.0% |
| 5Y | -14.2% | +17.7% | -31.9% | -23.1% |
| All | +11.7% | +192.4% | -180.7% | -25.2% |
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