+386.3%
FCX vs TECH
+190.5%
+195.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -18.0% | +0.5% | -18.5% | -18.1% |
| 3M | -14.3% | +1.1% | -15.4% | -14.7% |
| 6M | -1.7% | +51.0% | -52.7% | -19.3% |
| YTD | +19.8% | +24.4% | -4.5% | +5.0% |
| 1Y | +48.6% | +27.4% | +21.2% | +28.3% |
| 3Y | +85.8% | +28.5% | +57.3% | +50.4% |
| 5Y | +72.2% | -40.9% | +113.1% | +100.5% |
| 10Y | +386.3% | +192.5% | +193.8% | +106.9% |
| All | +386.3% | +190.5% | +195.8% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling