+9.4%
TSN vs JBHT
+47.5%
-38.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | -6.3% | +4.9% | -11.2% | -6.6% |
| 30D | -10.8% | +0.6% | -11.4% | -10.9% |
| 3M | -8.8% | -3.2% | -5.6% | -8.6% |
| 6M | -16.8% | +17.0% | -33.8% | -18.3% |
| YTD | -10.0% | +41.7% | -51.7% | -13.2% |
| 1Y | -5.3% | +90.0% | -95.2% | -11.5% |
| All | +9.4% | +47.5% | -38.1% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling