+335.4%
TTMI vs JBHT
+15.0%
+320.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.6% | -11.7% | -13.6% |
| 7D | -29.0% | -1.4% | -27.6% | -28.4% |
| 30D | -53.1% | -3.1% | -50.0% | -52.7% |
| 3M | -52.6% | -19.5% | -33.0% | -48.1% |
| 6M | -61.0% | -9.6% | -51.4% | -60.1% |
| YTD | -9.8% | +13.3% | -23.1% | -17.3% |
| 1Y | -11.2% | +29.7% | -40.9% | -23.5% |
| 3Y | +325.0% | +28.3% | +296.7% | +255.1% |
| 5Y | +335.4% | +18.5% | +316.9% | +262.9% |
| All | +335.4% | +15.0% | +320.4% | +262.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling