+168.9%
TYL vs JBHT
+192.4%
-23.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +26.5% | -2.3% | +28.8% | +27.3% |
| 3M | +37.3% | -18.5% | +55.7% | +44.2% |
| 6M | +31.2% | -11.3% | +42.4% | +33.8% |
| YTD | -7.4% | +12.6% | -19.9% | -12.4% |
| 1Y | -9.6% | +29.8% | -39.3% | -18.2% |
| 3Y | +1.9% | +28.1% | -26.2% | -10.5% |
| 5Y | -21.1% | +17.7% | -38.8% | -29.7% |
| All | +168.9% | +192.4% | -23.5% | +105.0% |
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