+911.5%
TT vs JBHT
+272.5%
+639.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.3% |
| 7D | 0.0% | +4.9% | -4.9% | -1.9% |
| 30D | -7.2% | +0.6% | -7.7% | -7.6% |
| 3M | -3.0% | -3.2% | +0.2% | -2.3% |
| 6M | +1.4% | +17.0% | -15.6% | -5.9% |
| YTD | +15.9% | +41.7% | -25.8% | -0.6% |
| 1Y | +9.4% | +90.0% | -80.6% | -18.3% |
| 3Y | +124.4% | +47.0% | +77.4% | +81.4% |
| 5Y | +138.0% | +58.3% | +79.7% | +79.4% |
| All | +911.5% | +272.5% | +639.0% | +345.7% |
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