+527.9%
TTD vs JBHT
+183.5%
+344.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.3% |
| 7D | +20.8% | +0.5% | +20.3% | +20.7% |
| 30D | +33.8% | -0.1% | +33.9% | +34.2% |
| 3M | +17.8% | -14.0% | +31.9% | +26.2% |
| 6M | -25.7% | -5.1% | -20.7% | -25.1% |
| YTD | -57.9% | +18.0% | -75.9% | -63.0% |
| 1Y | -63.8% | +36.5% | -100.4% | -70.8% |
| 3Y | -75.0% | +34.8% | -109.8% | -80.7% |
| 5Y | -82.5% | +21.4% | -104.0% | -85.7% |
| 10Y | +527.9% | +178.0% | +349.9% | +212.8% |
| All | +527.9% | +183.5% | +344.4% | +212.8% |
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