+724.2%
FCX vs TECH
+179.6%
+544.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +8.1% | +0.3% | +7.8% | +8.0% |
| 3M | +18.9% | +32.9% | -14.0% | +3.6% |
| 6M | +26.6% | +32.1% | -5.5% | +8.3% |
| YTD | +51.2% | +23.4% | +27.8% | +32.8% |
| 1Y | +75.6% | +34.1% | +41.5% | +47.0% |
| 3Y | +101.7% | +2.2% | +99.5% | +82.5% |
| 5Y | +134.6% | -41.8% | +176.5% | +174.5% |
| 10Y | +724.2% | +188.9% | +535.2% | +234.1% |
| All | +724.2% | +179.6% | +544.6% | +234.1% |
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