Thank you for clarifying, I didn't get the simple setup. It should work this way.
Regarding the purpose of your measurement, a transmission line actually is not contributing jitter to the signal directly. It's main influence is frequency dependant signal attenuation, it's also causing reflections at the connectors, possibly generating cross-talk (e.g. between RX and TX pairs). In so far it can affect the eye-diagram quality. Crosstalk can convert to signal edge jitter, signal attenuation can increase the jitter of the succeeding receiver. (The latter can't be seen directly).