+47.4%
JHX vs TSN
+19.9%
+27.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.4% | +2.9% | +7.3% |
| 7D | +13.3% | +8.4% | +4.8% | +11.9% |
| 30D | +17.1% | +16.1% | +1.1% | +14.9% |
| 3M | +4.1% | +3.2% | +0.9% | +3.6% |
| 6M | +48.5% | -11.1% | +59.6% | +52.8% |
| YTD | +42.3% | +5.1% | +37.2% | +39.5% |
| 1Y | +47.4% | +19.4% | +28.0% | +41.3% |
| All | +47.4% | +19.9% | +27.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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