+19.7%
TMO vs JHX
+53.7%
-34.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.5% |
| 7D | -4.5% | +6.4% | -10.9% | -5.8% |
| 30D | +3.1% | +12.3% | -9.2% | +0.5% |
| 3M | +17.2% | +1.1% | +16.2% | +16.6% |
| 6M | +45.3% | +42.2% | +3.1% | +33.9% |
| YTD | +17.1% | +38.1% | -21.0% | +7.1% |
| 1Y | +19.7% | +54.9% | -35.2% | +6.4% |
| All | +19.7% | +53.7% | -34.0% | +6.4% |
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