+639.4%
FCX vs TD
+8,075.2%
-7,435.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | -14.7% | +5.2% | -19.9% | -17.9% |
| 3M | -11.2% | +1.2% | -12.4% | -12.3% |
| 6M | -11.4% | +17.7% | -29.1% | -22.2% |
| YTD | +17.7% | +34.2% | -16.5% | -6.3% |
| 1Y | +47.5% | +55.4% | -7.9% | +4.8% |
| 3Y | +83.9% | +130.4% | -46.5% | -4.3% |
| 5Y | +54.0% | +101.8% | -47.8% | -9.7% |
| 10Y | +372.9% | +301.9% | +71.0% | +79.0% |
| All | +639.4% | +8,075.2% | -7,435.8% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling