+94.6%
FCX vs TECH
+25.7%
+68.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -15.2% | +0.5% | -15.7% | -15.4% |
| 3M | -10.3% | +0.9% | -11.1% | -10.5% |
| 6M | +1.6% | +51.0% | -49.5% | -12.5% |
| YTD | +23.9% | +24.4% | -0.5% | +12.7% |
| 1Y | +58.0% | +27.6% | +30.4% | +42.0% |
| 3Y | +94.6% | +29.9% | +64.7% | +61.5% |
| All | +94.6% | +25.7% | +68.9% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling