+22.7%
JHX vs TSLQ
-97.2%
+119.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | -6.3% | -6.6% | +0.3% | -6.9% |
| 30D | -7.7% | -24.3% | +16.6% | -9.8% |
| 3M | +19.2% | -3.6% | +22.8% | +20.4% |
| 6M | +38.3% | -12.0% | +50.2% | +40.3% |
| YTD | +37.2% | +1.4% | +35.8% | +41.7% |
| 1Y | +42.3% | -43.6% | +85.8% | +40.6% |
| 3Y | -4.4% | -95.4% | +91.0% | -14.5% |
| All | +22.7% | -97.2% | +119.9% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling