-24.8%
TYL vs JBHT
+58.3%
-83.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.8% |
| 7D | -3.7% | +4.9% | -8.6% | -5.0% |
| 30D | +18.7% | +0.6% | +18.2% | +18.2% |
| 3M | +18.1% | -3.2% | +21.3% | +18.5% |
| 6M | -1.1% | +17.0% | -18.1% | -6.9% |
| YTD | -19.8% | +41.7% | -61.5% | -28.9% |
| 1Y | -34.3% | +90.0% | -124.3% | -47.7% |
| 3Y | -8.2% | +47.0% | -55.2% | -21.8% |
| All | -24.8% | +58.3% | -83.0% | -39.5% |
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