+29.3%
TYL vs JBHT
-6.8%
+36.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.6% |
| 7D | +17.3% | +1.7% | +15.6% | +17.1% |
| 30D | +28.9% | -1.2% | +30.1% | +29.1% |
| 3M | +35.1% | -17.1% | +52.2% | +36.3% |
| 6M | +29.3% | -4.4% | +33.7% | +25.6% |
| All | +29.3% | -6.8% | +36.1% | +25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling