+101.6%
JHX vs TNA
+86.1%
+15.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -6.3% | -7.3% | +1.0% | -4.1% |
| 30D | -7.7% | -14.2% | +6.4% | -3.3% |
| 3M | +19.2% | -4.6% | +23.7% | +20.7% |
| 6M | +38.3% | +36.9% | +1.3% | +25.2% |
| YTD | +37.2% | +42.5% | -5.3% | +22.1% |
| 1Y | +42.3% | +45.8% | -3.5% | +24.3% |
| 3Y | -4.4% | +104.7% | -109.0% | -31.2% |
| 5Y | -26.4% | -21.7% | -4.7% | -36.8% |
| All | +101.6% | +86.1% | +15.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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