+12.4%
TXG vs JBHT
+100.8%
-88.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | -15.4% | -1.6% | -13.9% | -14.4% |
| 30D | -22.1% | -2.3% | -19.8% | -21.0% |
| 3M | +30.0% | -18.5% | +48.5% | +45.9% |
| 6M | +160.7% | -11.3% | +172.0% | +173.8% |
| YTD | +263.5% | +12.6% | +250.9% | +227.1% |
| 1Y | +356.0% | +29.8% | +326.2% | +273.2% |
| 3Y | +53.4% | +28.1% | +25.3% | +25.6% |
| 5Y | -66.7% | +17.7% | -84.4% | -71.8% |
| All | +12.4% | +100.8% | -88.4% | -29.5% |
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 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