-33.5%
TEM vs JHX
+43.8%
-77.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -8.7% | -6.3% | -2.4% | -6.0% |
| 30D | +8.1% | -7.7% | +15.8% | +12.0% |
| 3M | +19.0% | +19.2% | -0.2% | +13.0% |
| 6M | +12.0% | +38.3% | -26.3% | +0.6% |
| YTD | -0.1% | +37.2% | -37.3% | -11.1% |
| 1Y | -33.5% | +42.3% | -75.8% | -44.1% |
| All | -33.5% | +43.8% | -77.3% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling