+426.9%
TXN vs JBHT
+192.4%
+234.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -7.8% | -1.6% | -6.2% | -7.0% |
| 30D | -3.6% | -2.3% | -1.3% | -2.6% |
| 3M | +0.1% | -18.5% | +18.6% | +8.6% |
| 6M | -3.2% | -11.3% | +8.1% | +0.2% |
| YTD | +63.4% | +12.6% | +50.8% | +51.4% |
| 1Y | +75.6% | +29.8% | +45.9% | +52.5% |
| 3Y | +104.0% | +28.1% | +75.9% | +71.6% |
| 5Y | +65.0% | +17.7% | +47.3% | +40.6% |
| All | +426.9% | +192.4% | +234.6% | +219.1% |
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