+21.3%
TFC vs JHX
+44.7%
-23.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.3% | +1.3% |
| 7D | +5.1% | +13.3% | -8.2% | +2.5% |
| 30D | +9.8% | +17.1% | -7.3% | +6.4% |
| 3M | -2.4% | +4.1% | -6.5% | -3.6% |
| 6M | +4.9% | +48.5% | -43.6% | -4.3% |
| YTD | +6.6% | +42.3% | -35.7% | -2.4% |
| 1Y | +21.3% | +47.4% | -26.1% | +10.2% |
| All | +21.3% | +44.7% | -23.4% | +10.2% |
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