+343.4%
FCX vs TDG
+12,839.7%
-12,496.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +3.1% | -2.4% | +5.5% | +4.6% |
| 30D | +8.1% | -8.0% | +16.1% | +13.5% |
| 3M | +18.9% | -10.5% | +29.4% | +26.3% |
| 6M | +26.6% | -11.9% | +38.5% | +35.5% |
| YTD | +51.2% | -15.4% | +66.5% | +64.4% |
| 1Y | +75.6% | -14.2% | +89.8% | +88.6% |
| 3Y | +101.7% | +51.0% | +50.7% | +45.4% |
| 5Y | +134.6% | +126.5% | +8.2% | +29.5% |
| 10Y | +724.2% | +535.6% | +188.6% | +113.2% |
| All | +343.4% | +12,839.7% | -12,496.3% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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