+5,419.3%
TT vs JHX
+2,357.9%
+3,061.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +1.6% | +4.5% | -2.9% | +0.3% |
| 30D | -7.3% | -1.2% | -6.1% | -7.1% |
| 3M | -2.6% | +32.8% | -35.4% | -10.2% |
| 6M | +5.9% | +41.2% | -35.3% | -4.6% |
| YTD | +15.4% | +43.9% | -28.5% | +3.2% |
| 1Y | +8.2% | +48.0% | -39.8% | -4.6% |
| 3Y | +122.7% | +1.2% | +121.5% | +101.7% |
| 5Y | +145.0% | -22.6% | +167.6% | +132.9% |
| 10Y | +893.7% | +111.5% | +782.3% | +565.2% |
| All | +5,419.3% | +2,357.9% | +3,061.4% | +2,057.3% |
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