+16.1%
TTWO vs JBHT
+17.1%
-1.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +13.0% | -1.6% | +14.6% | +13.3% |
| 30D | +5.3% | -2.3% | +7.6% | +5.8% |
| 3M | -7.6% | -18.5% | +10.9% | -4.6% |
| 6M | -3.2% | -11.3% | +8.1% | -2.2% |
| YTD | -16.1% | +12.6% | -28.6% | -19.6% |
| 1Y | -14.9% | +29.8% | -44.6% | -21.0% |
| 3Y | +59.9% | +28.1% | +31.8% | +45.5% |
| All | +16.1% | +17.1% | -1.0% | +7.4% |
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