+101.6%
JHX vs TCOM
-9.8%
+111.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -6.3% | -4.9% | -1.4% | -5.2% |
| 30D | -7.7% | -14.4% | +6.6% | -4.4% |
| 3M | +19.2% | -17.7% | +36.8% | +24.1% |
| 6M | +38.3% | -25.1% | +63.4% | +47.2% |
| YTD | +37.2% | -45.7% | +82.9% | +56.2% |
| 1Y | +42.3% | -47.9% | +90.1% | +63.2% |
| 3Y | -4.4% | +8.9% | -13.3% | -11.3% |
| 5Y | -26.4% | +26.9% | -53.2% | -38.4% |
| All | +101.6% | -9.8% | +111.4% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling