+84.4%
TSM vs JHX
+56.2%
+28.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | +3.6% | +7.2% | -3.6% | +1.2% |
| 3M | -3.4% | +29.9% | -33.3% | -11.7% |
| 6M | +20.6% | +35.4% | -14.8% | +6.4% |
| YTD | +41.9% | +46.5% | -4.6% | +25.1% |
| 1Y | +84.4% | +55.5% | +28.8% | +63.8% |
| All | +84.4% | +56.2% | +28.1% | +63.8% |
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