-2.9%
JHX vs TMF
-42.1%
+39.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.7% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | -5.0% | -1.0% | -4.0% | -4.8% |
| 3M | +24.5% | -11.3% | +35.7% | +28.6% |
| 6M | +34.9% | -22.7% | +57.6% | +44.0% |
| YTD | +39.3% | -17.3% | +56.7% | +46.4% |
| 1Y | +48.6% | -22.5% | +71.0% | +58.1% |
| All | -2.9% | -42.1% | +39.1% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling