+753.3%
TT vs JBHT
+192.4%
+560.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | -14.0% | -2.3% | -11.7% | -13.4% |
| 3M | -15.9% | -18.5% | +2.6% | -9.9% |
| 6M | -17.3% | -11.3% | -6.1% | -15.0% |
| YTD | +4.0% | +12.6% | -8.6% | -3.3% |
| 1Y | -7.1% | +29.8% | -36.9% | -18.6% |
| 3Y | +90.2% | +28.1% | +62.2% | +59.8% |
| 5Y | +131.1% | +17.7% | +113.4% | +96.5% |
| All | +753.3% | +192.4% | +560.9% | +348.9% |
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