+394.9%
TTWO vs JHX
+106.3%
+288.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +0.4% | -6.3% | +6.7% | +1.6% |
| 30D | -11.3% | -7.7% | -3.6% | -10.0% |
| 3M | +1.6% | +19.2% | -17.6% | -2.1% |
| 6M | +2.1% | +38.3% | -36.2% | -5.4% |
| YTD | -15.8% | +37.2% | -53.0% | -22.1% |
| 1Y | -12.6% | +42.3% | -54.9% | -20.2% |
| 3Y | +48.2% | -4.4% | +52.6% | +37.6% |
| 5Y | +40.0% | -26.4% | +66.3% | +34.0% |
| All | +394.9% | +106.3% | +288.6% | +255.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling