+161.7%
TTMI vs JHX
+43.8%
+117.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.9% |
| 7D | +0.7% | -6.3% | +7.0% | +3.5% |
| 30D | -8.4% | -7.7% | -0.7% | -5.3% |
| 3M | -32.5% | +19.2% | -51.6% | -38.0% |
| 6M | +32.5% | +38.3% | -5.8% | +11.4% |
| YTD | +83.2% | +37.2% | +46.0% | +56.9% |
| 1Y | +161.7% | +42.3% | +119.4% | +121.0% |
| All | +161.7% | +43.8% | +117.9% | +121.0% |
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