+572.9%
TWLO vs JBHT
+182.5%
+390.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.4% |
| 7D | +4.5% | +7.0% | -2.5% | +1.6% |
| 30D | -22.1% | +0.5% | -22.6% | -22.3% |
| 3M | -15.3% | -17.4% | +2.0% | -9.1% |
| 6M | +9.7% | -1.7% | +11.4% | +8.5% |
| YTD | +48.5% | +20.7% | +27.8% | +32.0% |
| 1Y | +70.3% | +41.1% | +29.3% | +40.8% |
| 3Y | +261.4% | +38.0% | +223.4% | +189.2% |
| 5Y | -30.6% | +22.5% | -53.0% | -42.0% |
| All | +572.9% | +182.5% | +390.4% | +298.8% |
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