+275.6%
TWLO vs JBHT
+35.7%
+239.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.3% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -22.4% | -0.1% | -22.3% | -22.3% |
| 3M | -14.2% | -14.0% | -0.2% | -11.3% |
| 6M | +10.5% | -5.1% | +15.6% | +10.8% |
| YTD | +54.3% | +18.0% | +36.3% | +42.8% |
| 1Y | +68.0% | +36.5% | +31.5% | +47.8% |
| All | +275.6% | +35.7% | +239.9% | +224.3% |
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 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