-4.4%
JHX vs TXG
+43.8%
-48.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.3% |
| 7D | -6.3% | +9.5% | -15.8% | -8.2% |
| 30D | -7.7% | +18.8% | -26.5% | -11.4% |
| 3M | +19.2% | +136.1% | -116.9% | -2.4% |
| 6M | +38.3% | +235.2% | -197.0% | +4.5% |
| YTD | +37.2% | +320.5% | -283.3% | -1.6% |
| 1Y | +42.3% | +425.2% | -382.9% | -4.4% |
| 3Y | -4.4% | +42.9% | -47.3% | -16.0% |
| All | -4.4% | +43.8% | -48.2% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling