+379.4%
TTD vs JBHT
+271.8%
+107.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.8% |
| 7D | +6.3% | +4.9% | +1.5% | +3.7% |
| 30D | -23.9% | +0.6% | -24.5% | -24.4% |
| 3M | -31.4% | -3.2% | -28.2% | -30.8% |
| 6M | -42.7% | +17.0% | -59.6% | -48.4% |
| YTD | -62.0% | +41.7% | -103.6% | -69.4% |
| 1Y | -72.2% | +90.0% | -162.2% | -81.5% |
| 3Y | -81.9% | +47.0% | -128.9% | -86.5% |
| 5Y | -81.5% | +58.3% | -139.9% | -86.7% |
| All | +379.4% | +271.8% | +107.6% | +118.1% |
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