+446.0%
FCX vs TCOM
+2,694.8%
-2,248.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -4.9% | -9.5% | +4.7% | -1.5% |
| 30D | +4.8% | -10.7% | +15.5% | +9.0% |
| 3M | +4.6% | -14.6% | +19.2% | +9.5% |
| 6M | +10.8% | -19.3% | +30.2% | +18.2% |
| YTD | +44.2% | -42.9% | +87.2% | +71.8% |
| 1Y | +59.6% | -43.8% | +103.4% | +91.0% |
| 3Y | +82.2% | +2.1% | +80.1% | +68.9% |
| 5Y | +115.6% | +31.2% | +84.4% | +67.1% |
| 10Y | +670.6% | -13.9% | +684.5% | +550.9% |
| All | +446.0% | +2,694.8% | -2,248.7% | +87.5% |
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