+888.9%
FCX vs TEAM
+625.9%
+263.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.6% |
| 7D | -0.8% | -19.7% | +19.0% | +2.7% |
| 30D | -15.1% | -26.6% | +11.6% | -10.8% |
| 3M | -9.6% | -1.1% | -8.5% | -10.6% |
| 6M | -3.1% | +74.6% | -77.6% | -16.0% |
| YTD | +23.4% | -6.0% | +29.4% | +18.9% |
| 1Y | +52.7% | -3.2% | +55.9% | +46.1% |
| 3Y | +91.4% | -13.5% | +104.9% | +80.4% |
| 5Y | +62.7% | -65.5% | +128.2% | +74.9% |
| 10Y | +395.9% | +454.5% | -58.7% | +148.1% |
| All | +888.9% | +625.9% | +263.0% | +358.9% |
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