+10,598.1%
TSM vs JHX
+2,279.7%
+8,318.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | +4.8% | +1.6% | +3.2% | +4.3% |
| 30D | +4.0% | -5.0% | +9.0% | +5.3% |
| 3M | +2.0% | +24.5% | -22.5% | -4.0% |
| 6M | +25.5% | +34.9% | -9.4% | +15.3% |
| YTD | +44.0% | +39.3% | +4.7% | +31.2% |
| 1Y | +75.4% | +48.6% | +26.9% | +56.3% |
| 3Y | +406.7% | -2.0% | +408.8% | +371.9% |
| 5Y | +285.0% | -24.4% | +309.4% | +274.5% |
| 10Y | +1,815.4% | +109.4% | +1,705.9% | +1,282.7% |
| All | +10,598.1% | +2,279.7% | +8,318.3% | +5,365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling