+10.3%
JHX vs TLN
+574.4%
-564.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.3% | -1.3% | -5.0% | -6.1% |
| 30D | -7.7% | -14.3% | +6.6% | -5.1% |
| 3M | +19.2% | -9.3% | +28.5% | +20.5% |
| 6M | +38.3% | -1.1% | +39.4% | +37.5% |
| YTD | +37.2% | -16.6% | +53.8% | +39.6% |
| 1Y | +42.3% | -22.0% | +64.3% | +45.7% |
| 3Y | -4.4% | +470.2% | -474.6% | -40.5% |
| All | +10.3% | +574.4% | -564.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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