+80.5%
TSEM vs JHX
+44.7%
+35.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.3% | -17.0% | -10.4% |
| 7D | -23.1% | +13.3% | -36.4% | -25.5% |
| 30D | -40.4% | +17.1% | -57.5% | -42.8% |
| 3M | -37.9% | +4.1% | -42.0% | -38.3% |
| 6M | -30.8% | +48.5% | -79.3% | -36.4% |
| YTD | +26.7% | +42.3% | -15.5% | +15.0% |
| 1Y | +80.5% | +47.4% | +33.1% | +63.9% |
| All | +80.5% | +44.7% | +35.8% | +63.9% |
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