+892.2%
FCX vs TEAM
+637.6%
+254.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.8% |
| 7D | -1.0% | -17.2% | +16.2% | +1.9% |
| 30D | -15.2% | -25.1% | +9.9% | -11.3% |
| 3M | -10.3% | +3.9% | -14.2% | -12.0% |
| 6M | +1.6% | +69.1% | -67.5% | -11.5% |
| YTD | +23.9% | -4.5% | +28.3% | +19.0% |
| 1Y | +58.0% | -1.9% | +59.9% | +50.8% |
| 3Y | +94.6% | -9.3% | +103.9% | +81.6% |
| 5Y | +70.4% | -65.2% | +135.5% | +82.9% |
| 10Y | +430.7% | +467.0% | -36.3% | +164.4% |
| All | +892.2% | +637.6% | +254.6% | +359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling