-81.3%
TTD vs JBHT
+15.0%
-96.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -1.4% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | +7.5% | -3.1% | +10.5% | +9.2% |
| 3M | -32.4% | -19.5% | -12.9% | -25.3% |
| 6M | -47.9% | -9.6% | -38.4% | -46.3% |
| YTD | -66.3% | +13.3% | -79.6% | -70.1% |
| 1Y | -73.1% | +29.7% | -102.8% | -78.2% |
| 3Y | -83.8% | +28.3% | -112.1% | -87.7% |
| 5Y | -81.3% | +18.5% | -99.8% | -85.7% |
| All | -81.3% | +15.0% | -96.3% | -85.7% |
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