+10.3%
TXG vs JBHT
+115.4%
-105.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.9% |
| 7D | -1.8% | +7.0% | -8.9% | -5.8% |
| 30D | -20.4% | +0.5% | -20.9% | -20.6% |
| 3M | +0.1% | -17.4% | +17.4% | +11.6% |
| 6M | +176.2% | -1.7% | +177.9% | +172.4% |
| YTD | +256.8% | +20.7% | +236.0% | +207.6% |
| 1Y | +255.9% | +41.1% | +214.8% | +176.6% |
| 3Y | +60.2% | +38.0% | +22.2% | +25.4% |
| 5Y | -65.1% | +22.5% | -87.5% | -71.4% |
| All | +10.3% | +115.4% | -105.0% | -33.7% |
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