+55.5%
JHX vs TW
-15.9%
+71.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.7% |
| 7D | +1.5% | -2.3% | +3.9% | +1.0% |
| 30D | +7.2% | +3.9% | +3.2% | +8.0% |
| 3M | +29.9% | +5.7% | +24.2% | +31.7% |
| 6M | +35.4% | -14.5% | +49.9% | +34.8% |
| YTD | +46.5% | -0.9% | +47.3% | +46.4% |
| 1Y | +55.5% | -13.5% | +69.0% | +45.3% |
| All | +55.5% | -15.9% | +71.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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