+1,072.0%
JHX vs TMF
-72.0%
+1,144.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +0.8% |
| 7D | -0.2% | -9.3% | +9.1% | -1.0% |
| 30D | +13.1% | +1.9% | +11.2% | +13.3% |
| 3M | -10.0% | -11.2% | +1.2% | -11.0% |
| 6M | +38.9% | -17.7% | +56.6% | +36.2% |
| YTD | +34.0% | -24.5% | +58.4% | +30.2% |
| 1Y | +66.0% | -29.4% | +95.4% | +60.2% |
| 3Y | -6.2% | -33.4% | +27.2% | -9.0% |
| 5Y | -31.6% | -88.7% | +57.1% | -49.3% |
| 10Y | +116.6% | -82.5% | +199.0% | +88.2% |
| All | +1,072.0% | -72.0% | +1,144.0% | +1,225.1% |
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 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