+55.5%
JHX vs TKO
+1.2%
+54.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.2% |
| 30D | +7.2% | +1.6% | +5.6% | +6.4% |
| 3M | +29.9% | -7.8% | +37.7% | +33.3% |
| 6M | +35.4% | -13.3% | +48.7% | +40.9% |
| YTD | +46.5% | -10.3% | +56.8% | +51.5% |
| 1Y | +55.5% | -0.6% | +56.1% | +52.1% |
| All | +55.5% | +1.2% | +54.3% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling