+2,243.5%
JHX vs TD
+2,631.2%
-387.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -6.3% | -0.5% | -5.8% | -6.0% |
| 30D | -7.7% | -1.9% | -5.8% | -6.7% |
| 3M | +19.2% | +4.8% | +14.4% | +15.4% |
| 6M | +38.3% | +28.0% | +10.3% | +18.6% |
| YTD | +37.2% | +30.3% | +6.9% | +16.1% |
| 1Y | +42.3% | +59.8% | -17.5% | +6.0% |
| 3Y | -4.4% | +124.7% | -129.1% | -43.1% |
| 5Y | -26.4% | +127.0% | -153.3% | -56.4% |
| 10Y | +106.3% | +303.2% | -196.9% | -12.9% |
| All | +2,243.5% | +2,631.2% | -387.7% | +629.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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