+427.9%
TTMI vs JBHT
+20.8%
+407.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.1% | +10.1% | +11.8% |
| 7D | -1.6% | +0.4% | -2.1% | -1.5% |
| 30D | -37.7% | -2.0% | -35.8% | -37.3% |
| 3M | -45.1% | -16.3% | -28.8% | -40.9% |
| 6M | -52.1% | -8.2% | -43.9% | -51.3% |
| YTD | +9.2% | +16.3% | -7.1% | -0.9% |
| 1Y | +12.9% | +32.2% | -19.3% | -3.5% |
| 3Y | +445.5% | +34.4% | +411.1% | +345.9% |
| 5Y | +427.9% | +20.3% | +407.5% | +336.6% |
| All | +427.9% | +20.8% | +407.1% | +336.6% |
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