+508.5%
TTD vs JBHT
+182.5%
+326.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.2% |
| 7D | +21.3% | +7.0% | +14.2% | +17.3% |
| 30D | +28.7% | +0.5% | +28.2% | +28.7% |
| 3M | +7.7% | -17.4% | +25.0% | +17.7% |
| 6M | -23.5% | -1.7% | -21.8% | -24.1% |
| YTD | -58.7% | +20.7% | -79.4% | -64.1% |
| 1Y | -63.4% | +41.1% | -104.5% | -70.9% |
| 3Y | -75.3% | +38.0% | -113.3% | -81.2% |
| 5Y | -84.4% | +22.5% | -106.8% | -87.3% |
| All | +508.5% | +182.5% | +326.0% | +199.3% |
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