+104.0%
TXN vs JBHT
+27.4%
+76.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -7.8% | -1.6% | -6.2% | -7.1% |
| 30D | -3.6% | -2.3% | -1.3% | -2.7% |
| 3M | +0.1% | -18.5% | +18.6% | +7.7% |
| 6M | -3.2% | -11.3% | +8.1% | -0.5% |
| YTD | +63.4% | +12.6% | +50.8% | +51.4% |
| 1Y | +75.6% | +29.8% | +45.9% | +53.4% |
| 3Y | +104.0% | +28.1% | +75.9% | +64.2% |
| All | +104.0% | +27.4% | +76.6% | +64.2% |
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 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