-3.9%
TTWO vs JBHT
+36.3%
-40.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +10.7% | +0.5% | +10.3% | +10.7% |
| 30D | +10.8% | -0.1% | +10.8% | +10.8% |
| 3M | -7.7% | -14.0% | +6.4% | -7.2% |
| 6M | +4.4% | -5.1% | +9.5% | +3.2% |
| YTD | -9.7% | +18.0% | -27.7% | -12.9% |
| 1Y | -3.9% | +36.5% | -40.4% | -8.5% |
| All | -3.9% | +36.3% | -40.2% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling