+175.2%
TYL vs JBHT
+194.3%
-19.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.2% | +2.7% |
| 7D | +15.1% | -1.4% | +16.5% | +15.5% |
| 30D | +30.1% | -3.1% | +33.1% | +31.1% |
| 3M | +40.4% | -19.5% | +59.9% | +48.0% |
| 6M | +31.3% | -9.6% | +40.9% | +33.2% |
| YTD | -5.2% | +13.3% | -18.5% | -10.5% |
| 1Y | -6.6% | +29.7% | -36.3% | -15.5% |
| 3Y | +3.4% | +28.3% | -24.9% | -9.2% |
| 5Y | -19.3% | +18.5% | -37.7% | -28.2% |
| All | +175.2% | +194.3% | -19.1% | +109.3% |
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 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