-53.1%
TSLL vs JHX
+12.0%
-65.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.2% |
| 7D | -7.3% | -4.9% | -2.5% | -5.4% |
| 30D | +15.8% | -9.3% | +25.1% | +21.2% |
| 3M | -19.5% | +28.1% | -47.6% | -29.2% |
| 6M | -32.1% | +35.2% | -67.3% | -42.2% |
| YTD | -48.9% | +35.9% | -84.7% | -56.6% |
| 1Y | -23.4% | +42.5% | -65.9% | -37.6% |
| 3Y | -28.6% | -4.5% | -24.1% | -40.6% |
| All | -53.1% | +12.0% | -65.1% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling