-14.3%
TTWO vs JBHT
+93.0%
-107.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.6% |
| 7D | -1.6% | +7.1% | -8.7% | -1.5% |
| 30D | -13.5% | +2.3% | -15.8% | -13.4% |
| 3M | +0.3% | -4.5% | +4.8% | +0.4% |
| 6M | +0.8% | +29.2% | -28.4% | -0.3% |
| YTD | -16.7% | +42.2% | -58.9% | -17.2% |
| 1Y | -14.3% | +93.7% | -108.0% | -14.0% |
| All | -14.3% | +93.0% | -107.3% | -14.0% |
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