-35.2%
TWLO vs JBHT
+58.3%
-93.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.3% |
| 7D | -2.0% | +4.9% | -6.9% | -4.0% |
| 30D | +20.6% | +0.6% | +20.0% | +20.0% |
| 3M | -1.5% | -3.2% | +1.7% | -1.0% |
| 6M | +89.4% | +17.0% | +72.5% | +73.7% |
| YTD | +63.8% | +41.7% | +22.1% | +36.3% |
| 1Y | +119.7% | +90.0% | +29.7% | +55.7% |
| 3Y | +256.1% | +47.0% | +209.2% | +179.3% |
| All | -35.2% | +58.3% | -93.5% | -52.6% |
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