+420.4%
TTMI vs JBHT
+186.6%
+233.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -11.5% | +0.9% | -12.4% | -11.6% |
| 30D | -40.3% | -1.1% | -39.2% | -40.1% |
| 3M | -44.5% | -14.8% | -29.7% | -40.6% |
| 6M | -54.1% | -7.4% | -46.6% | -53.4% |
| YTD | +4.7% | +17.3% | -12.6% | -5.4% |
| 1Y | +3.3% | +35.3% | -32.0% | -12.9% |
| 3Y | +407.2% | +33.9% | +373.3% | +313.9% |
| 5Y | +406.5% | +22.5% | +384.0% | +322.4% |
| 10Y | +420.4% | +181.3% | +239.0% | +172.3% |
| All | +420.4% | +186.6% | +233.8% | +172.3% |
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