+9.5%
TFC vs JHX
+39.5%
-30.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | -2.3% | -5.0% | +2.7% | -1.4% |
| 3M | +2.5% | +24.5% | -22.0% | -2.6% |
| 6M | +9.5% | +34.9% | -25.4% | +1.3% |
| All | +9.5% | +39.5% | -30.0% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling