+829.0%
TTMI vs JHX
-27.7%
+856.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.0% |
| 7D | +0.7% | -6.3% | +7.0% | +2.8% |
| 30D | -8.4% | -7.7% | -0.7% | -6.1% |
| 3M | -32.5% | +19.2% | -51.6% | -36.5% |
| 6M | +32.5% | +38.3% | -5.8% | +18.4% |
| YTD | +83.2% | +37.2% | +46.0% | +64.3% |
| 1Y | +161.7% | +42.3% | +119.4% | +130.2% |
| 3Y | +890.1% | -4.4% | +894.5% | +795.8% |
| All | +829.0% | -27.7% | +856.7% | +750.9% |
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