+613.6%
FCX vs TCOM
-10.5%
+624.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.1% |
| 7D | -1.9% | -6.5% | +4.7% | +0.6% |
| 30D | +3.4% | -16.2% | +19.6% | +10.3% |
| 3M | +15.0% | -19.3% | +34.3% | +23.3% |
| 6M | +14.6% | -27.2% | +41.9% | +27.9% |
| YTD | +41.2% | -46.2% | +87.4% | +73.9% |
| 1Y | +60.4% | -46.6% | +107.0% | +98.0% |
| 3Y | +88.4% | +8.4% | +80.0% | +67.9% |
| 5Y | +115.0% | +25.8% | +89.2% | +65.1% |
| All | +613.6% | -10.5% | +624.1% | +440.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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