+366.4%
TTMI vs JBHT
+17.1%
+349.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +7.2% |
| 7D | -19.8% | -1.6% | -18.2% | -19.1% |
| 30D | -48.1% | -2.3% | -45.8% | -47.8% |
| 3M | -51.2% | -18.5% | -32.8% | -46.9% |
| 6M | -59.6% | -11.3% | -48.3% | -58.3% |
| YTD | -3.6% | +12.6% | -16.2% | -11.3% |
| 1Y | -2.3% | +29.8% | -32.1% | -15.9% |
| 3Y | +369.4% | +28.1% | +341.3% | +292.2% |
| All | +366.4% | +17.1% | +349.3% | +290.7% |
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