+10.7%
TTMI vs JHX
+44.7%
-34.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +8.3% | -18.4% | -13.0% |
| 7D | -19.2% | +13.3% | -32.5% | -23.5% |
| 30D | -44.9% | +17.1% | -62.0% | -48.9% |
| 3M | -44.7% | +4.1% | -48.8% | -46.0% |
| 6M | -53.4% | +48.5% | -101.9% | -62.9% |
| YTD | +6.3% | +42.3% | -35.9% | -13.2% |
| 1Y | +10.7% | +47.4% | -36.7% | -9.8% |
| All | +10.7% | +44.7% | -34.0% | -9.8% |
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