+1,158.9%
JHX vs TMF
-68.9%
+1,227.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.8% |
| 7D | +4.5% | +1.0% | +3.5% | +4.6% |
| 30D | -1.2% | -1.8% | +0.6% | -1.4% |
| 3M | +32.8% | -8.2% | +41.0% | +31.6% |
| 6M | +41.2% | -19.5% | +60.7% | +38.0% |
| YTD | +43.9% | -16.0% | +59.9% | +41.3% |
| 1Y | +48.0% | -22.5% | +70.5% | +44.2% |
| 3Y | +1.2% | -42.3% | +43.5% | -4.3% |
| 5Y | -22.6% | -87.7% | +65.1% | -42.1% |
| 10Y | +111.5% | -86.5% | +198.0% | +73.7% |
| All | +1,158.9% | -68.9% | +1,227.7% | +1,337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling