-79.9%
TTD vs JHX
-27.7%
-52.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +2.3% |
| 7D | -0.6% | -6.3% | +5.7% | +1.7% |
| 30D | +6.3% | -7.7% | +14.0% | +9.2% |
| 3M | -24.1% | +19.2% | -43.3% | -30.2% |
| 6M | -47.4% | +38.3% | -85.7% | -55.4% |
| YTD | -62.2% | +37.2% | -99.4% | -68.1% |
| 1Y | -68.3% | +42.3% | -110.6% | -74.0% |
| 3Y | -83.4% | -4.4% | -79.0% | -86.8% |
| All | -79.9% | -27.7% | -52.2% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling