+82.1%
JHX vs TXG
+22.9%
+59.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -4.9% | +5.0% | -9.9% | -5.9% |
| 30D | -9.3% | +13.5% | -22.8% | -11.9% |
| 3M | +28.1% | +128.0% | -100.0% | +6.7% |
| 6M | +35.2% | +224.4% | -189.2% | +4.1% |
| YTD | +35.9% | +307.0% | -271.1% | -0.7% |
| 1Y | +42.5% | +427.2% | -384.7% | -3.0% |
| 3Y | -4.5% | +40.2% | -44.6% | -20.6% |
| 5Y | -27.1% | -64.0% | +36.9% | -29.0% |
| All | +82.1% | +22.9% | +59.2% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling