+443.1%
TTMI vs JBHT
+183.5%
+259.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.3% | +8.7% |
| 7D | +7.2% | +0.5% | +6.8% | +7.4% |
| 30D | -28.7% | -0.1% | -28.6% | -28.8% |
| 3M | -39.8% | -14.0% | -25.8% | -35.9% |
| 6M | -51.7% | -5.1% | -46.6% | -51.6% |
| YTD | +14.1% | +18.0% | -4.0% | +2.8% |
| 1Y | +16.0% | +36.5% | -20.6% | -2.6% |
| 3Y | +452.7% | +34.8% | +417.9% | +349.9% |
| 5Y | +451.5% | +21.4% | +430.1% | +362.4% |
| 10Y | +443.1% | +178.0% | +265.2% | +191.0% |
| All | +443.1% | +183.5% | +259.7% | +191.0% |
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