+2,220.4%
JHX vs TSN
+782.4%
+1,438.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | -4.9% | +1.4% | -6.2% | -5.2% |
| 30D | -9.3% | -6.2% | -3.1% | -7.9% |
| 3M | +28.1% | -5.7% | +33.7% | +29.6% |
| 6M | +35.2% | -11.4% | +46.6% | +38.6% |
| YTD | +35.9% | -8.2% | +44.0% | +37.8% |
| 1Y | +42.5% | -2.0% | +44.5% | +41.8% |
| 3Y | -4.5% | +11.9% | -16.3% | -9.0% |
| 5Y | -27.1% | -17.8% | -9.3% | -25.3% |
| 10Y | +104.2% | -5.7% | +109.9% | +95.0% |
| All | +2,220.4% | +782.4% | +1,438.0% | +1,086.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling