+388.8%
TXN vs JBHT
+273.4%
+115.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.5% |
| 7D | -0.1% | +4.9% | -5.0% | -2.2% |
| 30D | -6.9% | +0.6% | -7.5% | -7.3% |
| 3M | -14.9% | -3.2% | -11.7% | -14.2% |
| 6M | +29.0% | +17.0% | +12.0% | +18.9% |
| YTD | +51.5% | +41.7% | +9.8% | +27.6% |
| 1Y | +41.6% | +90.0% | -48.4% | +2.7% |
| 3Y | +65.8% | +47.0% | +18.8% | +31.9% |
| 5Y | +56.8% | +58.3% | -1.5% | +17.2% |
| All | +388.8% | +273.4% | +115.3% | +124.7% |
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