+47.4%
JHX vs TMF
-23.9%
+71.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +6.6% |
| 7D | +13.3% | +4.0% | +9.3% | +10.5% |
| 30D | +17.1% | +19.5% | -2.3% | +4.2% |
| 3M | +4.1% | -3.5% | +7.6% | +6.4% |
| 6M | +48.5% | -10.6% | +59.1% | +59.9% |
| YTD | +42.3% | -17.1% | +59.3% | +58.1% |
| 1Y | +47.4% | -24.3% | +71.6% | +69.1% |
| All | +47.4% | -23.9% | +71.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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