+60.2%
TXG vs JBHT
+38.8%
+21.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -3.1% |
| 7D | -1.8% | +7.0% | -8.9% | -6.3% |
| 30D | -20.4% | +0.5% | -20.9% | -20.7% |
| 3M | +0.1% | -17.4% | +17.4% | +13.0% |
| 6M | +176.2% | -1.7% | +177.9% | +168.9% |
| YTD | +256.8% | +20.7% | +236.0% | +194.0% |
| 1Y | +255.9% | +41.1% | +214.8% | +157.7% |
| 3Y | +60.2% | +38.0% | +22.2% | +16.1% |
| All | +60.2% | +38.8% | +21.4% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling