+1,054.4%
TTMI vs JBHT
+272.5%
+781.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +7.4% |
| 7D | +5.9% | +4.9% | +1.0% | +3.4% |
| 30D | -4.3% | +0.6% | -4.9% | -4.3% |
| 3M | -32.0% | -3.2% | -28.8% | -31.3% |
| 6M | +19.5% | +17.0% | +2.5% | +10.0% |
| YTD | +82.0% | +41.7% | +40.4% | +51.9% |
| 1Y | +172.6% | +90.0% | +82.6% | +93.5% |
| 3Y | +744.7% | +47.0% | +697.7% | +567.6% |
| 5Y | +805.6% | +58.3% | +747.2% | +569.6% |
| All | +1,054.4% | +272.5% | +781.9% | +380.3% |
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