-64.4%
TTD vs JBHT
+33.2%
-97.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | +19.9% | +0.9% | +19.0% | +19.7% |
| 30D | +27.6% | -1.1% | +28.7% | +27.8% |
| 3M | +15.2% | -14.8% | +30.0% | +17.5% |
| 6M | -33.2% | -7.4% | -25.7% | -31.9% |
| YTD | -59.4% | +17.3% | -76.7% | -62.0% |
| 1Y | -64.4% | +35.3% | -99.7% | -69.5% |
| All | -64.4% | +33.2% | -97.6% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling