+764.1%
JHX vs TCOM
+2,557.8%
-1,793.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -6.3% | -4.9% | -1.4% | -5.3% |
| 30D | -7.7% | -14.4% | +6.6% | -4.9% |
| 3M | +19.2% | -17.7% | +36.8% | +23.4% |
| 6M | +38.3% | -25.1% | +63.4% | +46.0% |
| YTD | +37.2% | -45.7% | +82.9% | +53.5% |
| 1Y | +42.3% | -47.9% | +90.1% | +60.3% |
| 3Y | -4.4% | +8.9% | -13.3% | -9.8% |
| 5Y | -26.4% | +26.9% | -53.2% | -36.5% |
| 10Y | +106.3% | -11.2% | +117.4% | +81.7% |
| All | +764.1% | +2,557.8% | -1,793.7% | +342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling