+125.7%
TT vs JBHT
+15.0%
+110.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -3.4% |
| 7D | -9.0% | -1.4% | -7.6% | -8.6% |
| 30D | -17.6% | -3.1% | -14.6% | -16.9% |
| 3M | -18.7% | -19.5% | +0.9% | -13.9% |
| 6M | -17.4% | -9.6% | -7.9% | -16.1% |
| YTD | +1.5% | +13.3% | -11.8% | -4.2% |
| 1Y | -9.4% | +29.7% | -39.1% | -18.1% |
| 3Y | +85.1% | +28.3% | +56.8% | +61.9% |
| 5Y | +125.7% | +18.5% | +107.3% | +95.2% |
| All | +125.7% | +15.0% | +110.8% | +95.2% |
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