-23.4%
TSLL vs JHX
+56.2%
-79.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.4% | -12.8% |
| 7D | +1.9% | +1.5% | +0.4% | +1.2% |
| 30D | +17.8% | +7.2% | +10.6% | +15.0% |
| 3M | -37.0% | +29.9% | -66.9% | -42.8% |
| 6M | -37.7% | +35.4% | -73.0% | -46.1% |
| YTD | -51.4% | +46.5% | -97.8% | -57.0% |
| 1Y | -23.4% | +55.5% | -78.9% | -28.8% |
| All | -23.4% | +56.2% | -79.6% | -28.8% |
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