+64.3%
TWLO vs JBHT
+34.8%
+29.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -15.9% | +1.7% | -17.6% | -16.0% |
| 30D | -29.0% | -1.2% | -27.9% | -28.9% |
| 3M | +10.0% | -17.1% | +27.2% | +11.1% |
| 6M | +12.6% | -4.4% | +17.0% | +14.1% |
| YTD | +50.1% | +17.5% | +32.6% | +45.6% |
| 1Y | +64.3% | +32.6% | +31.7% | +52.0% |
| All | +64.3% | +34.8% | +29.4% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling