+139.6%
TSEM vs JHX
+2,220.4%
-2,080.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -3.2% |
| 7D | +0.9% | -4.9% | +5.8% | +2.5% |
| 30D | -16.6% | -9.3% | -7.3% | -14.1% |
| 3M | -10.9% | +28.1% | -39.0% | -17.3% |
| 6M | +78.0% | +35.2% | +42.8% | +61.0% |
| YTD | +77.2% | +35.9% | +41.3% | +59.2% |
| 1Y | +207.6% | +42.5% | +165.1% | +169.7% |
| 3Y | +637.8% | -4.5% | +642.3% | +579.6% |
| 5Y | +617.0% | -27.1% | +644.1% | +595.9% |
| 10Y | +1,270.7% | +104.2% | +1,166.5% | +794.1% |
| All | +139.6% | +2,220.4% | -2,080.9% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling