-14.0%
TSN vs JBHT
+17.1%
-31.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +4.6% | -1.6% | +6.2% | +4.9% |
| 30D | +15.4% | -2.3% | +17.7% | +15.8% |
| 3M | +2.9% | -18.5% | +21.4% | +5.5% |
| 6M | -10.8% | -11.3% | +0.5% | -10.1% |
| YTD | +4.5% | +12.6% | -8.1% | +0.8% |
| 1Y | +19.5% | +29.8% | -10.2% | +12.4% |
| 3Y | +42.2% | +28.1% | +14.1% | +30.5% |
| All | -14.0% | +17.1% | -31.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling