+138.9%
FCX vs TEAM
-53.6%
+192.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.9% | +12.3% | +6.3% |
| 7D | +5.7% | -5.7% | +11.4% | +6.4% |
| 30D | +10.1% | +18.3% | -8.3% | +7.2% |
| 3M | +20.2% | +80.2% | -60.0% | +8.8% |
| 6M | +29.7% | +111.0% | -81.3% | +12.3% |
| YTD | +51.9% | +8.8% | +43.1% | +48.5% |
| 1Y | +66.0% | +2.2% | +63.8% | +63.6% |
| 3Y | +102.7% | -14.6% | +117.4% | +100.4% |
| 5Y | +138.9% | -53.8% | +192.6% | +164.0% |
| All | +138.9% | -53.6% | +192.5% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 TEAM 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