+339.5%
TTD vs JBHT
+208.3%
+131.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | +3.7% | +1.7% | +2.0% | +2.8% |
| 30D | +10.4% | -1.2% | +11.6% | +11.1% |
| 3M | -31.6% | -17.1% | -14.5% | -25.5% |
| 6M | -45.1% | -4.4% | -40.7% | -44.9% |
| YTD | -65.1% | +17.5% | -82.6% | -69.3% |
| 1Y | -72.0% | +32.6% | -104.6% | -77.0% |
| 3Y | -83.3% | +33.0% | -116.3% | -87.0% |
| 5Y | -81.7% | +20.3% | -102.1% | -85.0% |
| 10Y | +454.3% | +209.1% | +245.2% | +175.6% |
| All | +339.5% | +208.3% | +131.2% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling