-27.2%
JHX vs TXT
+14.1%
-41.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.4% |
| 7D | -6.3% | +2.4% | -8.8% | -7.7% |
| 30D | -7.7% | -8.9% | +1.1% | -2.4% |
| 3M | +19.2% | -13.6% | +32.8% | +29.8% |
| 6M | +38.3% | -13.1% | +51.4% | +50.6% |
| YTD | +37.2% | -7.0% | +44.2% | +43.0% |
| 1Y | +42.3% | -1.4% | +43.7% | +42.6% |
| 3Y | -4.4% | +6.9% | -11.3% | -10.9% |
| All | -27.2% | +14.1% | -41.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling