+89.2%
TXN vs JBHT
+21.4%
+67.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +12.3% | +4.2% | +8.2% | +10.5% |
| 30D | +9.1% | -0.4% | +9.5% | +9.3% |
| 3M | +13.5% | -17.3% | +30.9% | +22.1% |
| 6M | +6.9% | -3.5% | +10.4% | +6.5% |
| YTD | +84.0% | +18.0% | +66.0% | +67.3% |
| 1Y | +95.8% | +35.5% | +60.2% | +67.6% |
| 3Y | +130.3% | +34.8% | +95.6% | +89.4% |
| 5Y | +89.2% | +19.7% | +69.4% | +56.3% |
| All | +89.2% | +21.4% | +67.7% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling