+34.9%
JHX vs TSN
-13.3%
+48.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -3.1% |
| 7D | +1.6% | -7.3% | +8.9% | +2.0% |
| 30D | -5.0% | -8.6% | +3.6% | -4.4% |
| 3M | +24.5% | -7.5% | +32.0% | +25.2% |
| 6M | +34.9% | -14.1% | +49.0% | +37.6% |
| All | +34.9% | -13.3% | +48.2% | +37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling