+115.8%
FCX vs TDY
+39.0%
+76.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.1% |
| 7D | -2.3% | -1.1% | -1.2% | -1.5% |
| 30D | +2.7% | -12.0% | +14.7% | +13.0% |
| 3M | +7.4% | -3.2% | +10.6% | +9.8% |
| 6M | +16.0% | -7.9% | +23.9% | +23.7% |
| YTD | +40.9% | +18.2% | +22.7% | +25.0% |
| 1Y | +56.4% | +6.7% | +49.8% | +49.5% |
| 3Y | +84.2% | +47.5% | +36.7% | +36.6% |
| All | +115.8% | +39.0% | +76.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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