+5,386.4%
TTWO vs JBHT
+7,560.6%
-2,174.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +13.0% | -1.6% | +14.6% | +13.5% |
| 30D | +5.3% | -2.3% | +7.6% | +6.0% |
| 3M | -7.6% | -18.5% | +10.9% | -2.8% |
| 6M | -3.2% | -11.3% | +8.1% | -1.1% |
| YTD | -16.1% | +12.6% | -28.6% | -20.5% |
| 1Y | -14.9% | +29.8% | -44.6% | -22.7% |
| 3Y | +59.9% | +28.1% | +31.8% | +40.7% |
| 5Y | +14.8% | +17.7% | -2.9% | +1.8% |
| 10Y | +344.9% | +196.1% | +148.7% | +186.8% |
| All | +5,386.4% | +7,560.6% | -2,174.2% | +1,527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling