-36.5%
TSLL vs JHX
-3.0%
-33.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +1.1% |
| 7D | +5.1% | +1.6% | +3.5% | +4.3% |
| 30D | +20.0% | -5.0% | +25.0% | +22.5% |
| 3M | -23.8% | +24.5% | -48.2% | -30.8% |
| 6M | -30.3% | +34.9% | -65.2% | -39.2% |
| YTD | -47.7% | +39.3% | -87.0% | -54.8% |
| 1Y | -21.2% | +48.6% | -69.7% | -34.8% |
| All | -36.5% | -3.0% | -33.5% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling