+220.4%
TSEM vs JHX
+43.8%
+176.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -4.9% | -6.3% | +1.5% | -3.3% |
| 30D | -18.7% | -7.7% | -11.0% | -17.1% |
| 3M | -18.1% | +19.2% | -37.3% | -20.7% |
| 6M | +77.1% | +38.3% | +38.8% | +63.8% |
| YTD | +80.1% | +37.2% | +42.9% | +67.4% |
| 1Y | +220.4% | +42.3% | +178.1% | +194.0% |
| All | +220.4% | +43.8% | +176.6% | +194.0% |
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