+78.0%
TSEM vs JHX
+31.7%
+46.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.9% |
| 7D | +0.9% | -4.9% | +5.8% | +3.0% |
| 30D | -16.6% | -9.3% | -7.3% | -13.4% |
| 3M | -10.9% | +28.1% | -39.0% | -17.0% |
| 6M | +78.0% | +35.2% | +42.8% | +63.2% |
| All | +78.0% | +31.7% | +46.3% | +63.2% |
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 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