+411.3%
TTMI vs JBHT
+176.2%
+235.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +22.6% | +4.2% | +18.4% | +20.4% |
| 30D | -34.3% | -0.4% | -33.9% | -34.3% |
| 3M | -44.8% | -17.3% | -27.4% | -40.0% |
| 6M | -53.3% | -3.5% | -49.8% | -53.6% |
| YTD | +10.6% | +18.0% | -7.5% | -0.4% |
| 1Y | +8.2% | +35.5% | -27.3% | -8.8% |
| 3Y | +435.7% | +34.8% | +400.9% | +336.2% |
| 5Y | +434.2% | +19.7% | +414.4% | +351.1% |
| All | +411.3% | +176.2% | +235.1% | +175.3% |
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