-35.5%
TWLO vs JBHT
+17.1%
-52.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -1.5% | -1.6% | +0.1% | -0.7% |
| 30D | -26.0% | -2.3% | -23.7% | -25.3% |
| 3M | +4.6% | -18.5% | +23.0% | +12.8% |
| 6M | +5.5% | -11.3% | +16.8% | +8.9% |
| YTD | +42.0% | +12.6% | +29.5% | +28.5% |
| 1Y | +58.5% | +29.8% | +28.7% | +33.2% |
| 3Y | +279.7% | +28.1% | +251.6% | +204.1% |
| All | -35.5% | +17.1% | -52.5% | -48.5% |
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