-21.7%
JHX vs TPG
+74.1%
-95.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -6.3% | -9.4% | +3.1% | -2.7% |
| 30D | -7.7% | -5.3% | -2.5% | -6.0% |
| 3M | +19.2% | +12.9% | +6.3% | +13.5% |
| 6M | +38.3% | +20.1% | +18.2% | +28.3% |
| YTD | +37.2% | -22.5% | +59.7% | +48.6% |
| 1Y | +42.3% | -19.7% | +62.0% | +51.2% |
| 3Y | -4.4% | +81.2% | -85.6% | -28.7% |
| All | -21.7% | +74.1% | -95.8% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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