+47.4%
JHX vs TXG
+406.9%
-359.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +4.9% | +7.8% |
| 7D | +13.3% | -19.3% | +32.5% | +16.8% |
| 30D | +17.1% | -30.9% | +48.1% | +23.5% |
| 3M | +4.1% | +41.1% | -37.0% | -7.1% |
| 6M | +48.5% | +211.9% | -163.4% | +11.4% |
| YTD | +42.3% | +314.0% | -271.7% | +4.5% |
| 1Y | +47.4% | +405.4% | -358.0% | +5.7% |
| All | +47.4% | +406.9% | -359.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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