+895.4%
TSN vs JBHT
+11,637.0%
-10,741.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.2% |
| 7D | -6.3% | +4.9% | -11.2% | -7.2% |
| 30D | -10.8% | +0.6% | -11.4% | -11.0% |
| 3M | -8.8% | -3.2% | -5.6% | -8.6% |
| 6M | -16.8% | +17.0% | -33.8% | -19.7% |
| YTD | -10.0% | +41.7% | -51.7% | -16.2% |
| 1Y | -5.3% | +90.0% | -95.2% | -16.9% |
| 3Y | +8.5% | +47.0% | -38.5% | -1.8% |
| 5Y | -22.9% | +58.3% | -81.2% | -32.0% |
| 10Y | -12.6% | +273.9% | -286.5% | -34.9% |
| All | +895.4% | +11,637.0% | -10,741.6% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling