+99.6%
JHX vs TMF
-86.4%
+186.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.5% |
| 7D | -4.9% | -4.8% | -0.1% | -4.9% |
| 30D | -9.3% | -4.9% | -4.4% | -9.4% |
| 3M | +28.1% | -13.4% | +41.5% | +27.8% |
| 6M | +35.2% | -23.0% | +58.3% | +34.3% |
| YTD | +35.9% | -20.2% | +56.0% | +35.2% |
| 1Y | +42.5% | -26.5% | +69.0% | +41.4% |
| 3Y | -4.5% | -45.2% | +40.7% | -7.1% |
| 5Y | -27.1% | -88.4% | +61.3% | -43.5% |
| All | +99.6% | -86.4% | +186.1% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling