+19.2%
TXG vs JBHT
+109.3%
-90.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.8% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | -22.0% | -1.1% | -20.9% | -21.4% |
| 3M | +7.4% | -14.8% | +22.2% | +17.4% |
| 6M | +191.2% | -7.4% | +198.7% | +198.5% |
| YTD | +285.7% | +17.3% | +268.3% | +238.7% |
| 1Y | +268.3% | +35.3% | +232.9% | +193.9% |
| 3Y | +77.3% | +33.9% | +43.3% | +41.4% |
| 5Y | -62.3% | +22.5% | -84.9% | -68.8% |
| All | +19.2% | +109.3% | -90.0% | -27.0% |
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