+464.6%
TTD vs JBHT
+192.4%
+272.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +5.2% | -1.6% | +6.8% | +6.1% |
| 30D | +6.9% | -2.3% | +9.2% | +8.3% |
| 3M | -26.8% | -18.5% | -8.4% | -19.7% |
| 6M | -46.1% | -11.3% | -34.9% | -43.8% |
| YTD | -65.9% | +12.6% | -78.5% | -69.4% |
| 1Y | -71.8% | +29.8% | -101.6% | -76.7% |
| 3Y | -83.3% | +28.1% | -111.4% | -86.8% |
| 5Y | -81.1% | +17.7% | -98.8% | -84.3% |
| All | +464.6% | +192.4% | +272.3% | +153.2% |
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 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