-21.6%
TYL vs JBHT
+21.5%
-43.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.4% |
| 7D | +17.3% | +1.7% | +15.6% | +16.7% |
| 30D | +28.9% | -1.2% | +30.1% | +29.3% |
| 3M | +35.1% | -17.1% | +52.2% | +41.4% |
| 6M | +29.3% | -4.4% | +33.7% | +29.0% |
| YTD | -6.8% | +17.5% | -24.3% | -13.4% |
| 1Y | -9.9% | +32.6% | -42.5% | -19.6% |
| 3Y | +1.7% | +33.0% | -31.4% | -12.8% |
| 5Y | -21.6% | +20.3% | -41.9% | -32.8% |
| All | -21.6% | +21.5% | -43.1% | -32.8% |
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