+481.5%
TXN vs JBHT
+183.5%
+298.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +10.5% | -0.1% | +10.6% | +10.6% |
| 3M | +10.7% | -14.0% | +24.7% | +17.4% |
| 6M | +5.1% | -5.1% | +10.2% | +5.6% |
| YTD | +82.5% | +18.0% | +64.4% | +65.6% |
| 1Y | +98.2% | +36.5% | +61.7% | +68.4% |
| 3Y | +128.4% | +34.8% | +93.6% | +87.8% |
| 5Y | +89.0% | +21.4% | +67.6% | +58.9% |
| 10Y | +481.5% | +178.0% | +303.6% | +228.2% |
| All | +481.5% | +183.5% | +298.1% | +228.2% |
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