+23.3%
TXG vs JBHT
+107.5%
-84.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.1% | +6.6% | +7.8% |
| 7D | +5.5% | +0.4% | +5.1% | +5.7% |
| 30D | -19.3% | -2.0% | -17.4% | -18.3% |
| 3M | +25.0% | -16.3% | +41.3% | +38.2% |
| 6M | +201.2% | -8.2% | +209.4% | +210.4% |
| YTD | +298.8% | +16.3% | +282.5% | +252.2% |
| 1Y | +326.6% | +32.2% | +294.3% | +245.2% |
| 3Y | +78.3% | +34.4% | +43.9% | +42.0% |
| 5Y | -61.3% | +20.3% | -81.7% | -67.7% |
| All | +23.3% | +107.5% | -84.1% | -24.1% |
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