-27.2%
JHX vs TCOM
+29.4%
-56.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -6.3% | -4.9% | -1.4% | -5.5% |
| 30D | -7.7% | -14.4% | +6.6% | -5.2% |
| 3M | +19.2% | -17.7% | +36.8% | +23.0% |
| 6M | +38.3% | -25.1% | +63.4% | +45.2% |
| YTD | +37.2% | -45.7% | +82.9% | +51.7% |
| 1Y | +42.3% | -47.9% | +90.1% | +58.2% |
| 3Y | -4.4% | +8.9% | -13.3% | -8.8% |
| All | -27.2% | +29.4% | -56.6% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling