+55.4%
FCX vs TD
+101.4%
-46.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +1.1% | -1.4% | -1.3% |
| 30D | -14.7% | +5.2% | -19.9% | -18.7% |
| 3M | -11.2% | +1.2% | -12.4% | -12.5% |
| 6M | -11.4% | +17.7% | -29.1% | -25.1% |
| YTD | +17.7% | +34.2% | -16.5% | -12.4% |
| 1Y | +47.5% | +55.4% | -7.9% | -5.0% |
| 3Y | +83.9% | +130.4% | -46.5% | -21.4% |
| All | +55.4% | +101.4% | -46.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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