-31.4%
JHX vs TMF
-88.6%
+57.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.1% |
| 7D | -0.2% | -9.3% | +9.1% | +1.2% |
| 30D | +13.1% | +1.9% | +11.2% | +12.9% |
| 3M | -10.0% | -11.2% | +1.2% | -8.5% |
| 6M | +38.9% | -17.7% | +56.6% | +42.8% |
| YTD | +34.0% | -24.5% | +58.4% | +39.0% |
| 1Y | +66.0% | -29.4% | +95.4% | +73.4% |
| 3Y | -6.2% | -33.4% | +27.2% | -2.3% |
| All | -31.4% | -88.6% | +57.3% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling