+55.5%
JHX vs TSLQ
-50.5%
+106.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.0% | -9.4% | +3.6% |
| 7D | +1.5% | -5.8% | +7.3% | +1.2% |
| 30D | +7.2% | -22.1% | +29.3% | +5.3% |
| 3M | +29.9% | +10.1% | +19.9% | +32.8% |
| 6M | +35.4% | -6.8% | +42.1% | +37.2% |
| YTD | +46.5% | +8.5% | +37.9% | +48.3% |
| 1Y | +55.5% | -49.7% | +105.3% | +59.7% |
| All | +55.5% | -50.5% | +106.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling