+1,515.6%
FCX vs TDY
+6,954.6%
-5,439.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +3.1% | -1.8% | +4.9% | +3.8% |
| 30D | +8.1% | -13.8% | +21.9% | +14.6% |
| 3M | +18.9% | -3.9% | +22.8% | +20.9% |
| 6M | +26.6% | -9.0% | +35.6% | +32.0% |
| YTD | +51.2% | +16.5% | +34.6% | +42.9% |
| 1Y | +75.6% | +9.3% | +66.3% | +70.2% |
| 3Y | +101.7% | +45.1% | +56.6% | +75.0% |
| 5Y | +134.6% | +35.0% | +99.7% | +110.1% |
| 10Y | +724.2% | +469.0% | +255.2% | +368.0% |
| All | +1,515.6% | +6,954.6% | -5,439.0% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling