+134.6%
FCX vs TD
+123.1%
+11.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.6% |
| 7D | +3.1% | -1.9% | +5.0% | +5.0% |
| 30D | +8.1% | -1.6% | +9.7% | +9.4% |
| 3M | +18.9% | +4.6% | +14.3% | +13.0% |
| 6M | +26.6% | +26.8% | -0.2% | -0.7% |
| YTD | +51.2% | +28.3% | +22.8% | +17.2% |
| 1Y | +75.6% | +60.4% | +15.1% | +9.2% |
| 3Y | +101.7% | +125.7% | -24.0% | -13.4% |
| 5Y | +134.6% | +122.4% | +12.3% | -9.9% |
| All | +134.6% | +123.1% | +11.6% | -9.9% |
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