+52.0%
TDG vs JHX
-4.5%
+56.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -1.9% | -6.3% | +4.4% | -1.1% |
| 30D | -7.7% | -7.7% | 0.0% | -6.8% |
| 3M | -9.3% | +19.2% | -28.5% | -11.3% |
| 6M | -9.4% | +38.3% | -47.7% | -13.1% |
| YTD | -14.3% | +37.2% | -51.5% | -17.8% |
| 1Y | -11.8% | +42.3% | -54.1% | -15.9% |
| 3Y | +52.0% | -4.4% | +56.4% | +48.0% |
| All | +52.0% | -4.5% | +56.4% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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