+1,055.3%
FCX vs TEAM
+802.8%
+252.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.7% |
| 7D | -4.9% | -0.4% | -4.4% | -4.8% |
| 30D | +4.8% | +67.3% | -62.5% | -5.6% |
| 3M | +4.6% | +86.8% | -82.2% | -8.6% |
| 6M | +10.8% | +146.8% | -136.0% | -10.9% |
| YTD | +44.2% | +16.9% | +27.3% | +34.9% |
| 1Y | +59.6% | +12.8% | +46.8% | +49.7% |
| 3Y | +82.2% | -7.3% | +89.5% | +72.1% |
| 5Y | +115.6% | -50.7% | +166.3% | +116.8% |
| 10Y | +670.6% | +529.8% | +140.7% | +283.5% |
| All | +1,055.3% | +802.8% | +252.5% | +420.6% |
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