+1,779.8%
TSM vs JHX
+106.3%
+1,673.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +1.0% | -6.3% | +7.3% | +2.9% |
| 30D | +1.0% | -7.7% | +8.7% | +3.2% |
| 3M | +2.9% | +19.2% | -16.3% | -2.7% |
| 6M | +22.8% | +38.3% | -15.4% | +10.7% |
| YTD | +43.3% | +37.2% | +6.1% | +29.3% |
| 1Y | +69.2% | +42.3% | +26.9% | +50.0% |
| 3Y | +404.5% | -4.4% | +408.9% | +363.2% |
| 5Y | +282.2% | -26.4% | +308.6% | +269.4% |
| All | +1,779.8% | +106.3% | +1,673.5% | +1,207.9% |
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