+345.7%
FCX vs TCOM
+2,868.4%
-2,522.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -0.3% | -1.8% | +1.5% | +0.3% |
| 30D | -14.7% | +12.1% | -26.8% | -18.3% |
| 3M | -11.2% | -3.2% | -8.0% | -10.5% |
| 6M | -11.4% | -16.6% | +5.3% | -6.8% |
| YTD | +17.7% | -39.4% | +57.1% | +36.8% |
| 1Y | +47.5% | -41.5% | +89.0% | +73.5% |
| 3Y | +83.9% | +24.4% | +59.5% | +58.7% |
| 5Y | +54.0% | +41.6% | +12.4% | +16.0% |
| 10Y | +372.9% | +6.5% | +366.3% | +270.4% |
| All | +345.7% | +2,868.4% | -2,522.7% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling