+138.9%
FCX vs TECH
-41.8%
+180.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | +5.7% | +0.2% | +5.5% | +5.7% |
| 30D | +10.1% | +0.1% | +9.9% | +10.0% |
| 3M | +20.2% | +37.5% | -17.3% | +5.4% |
| 6M | +29.7% | +34.6% | -4.9% | +12.7% |
| YTD | +51.9% | +23.5% | +28.4% | +36.2% |
| 1Y | +66.0% | +34.4% | +31.6% | +42.5% |
| 3Y | +102.7% | +2.3% | +100.5% | +87.0% |
| 5Y | +138.9% | -41.7% | +180.6% | +167.2% |
| All | +138.9% | -41.8% | +180.7% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling