+70.4%
FCX vs TECH
-41.1%
+111.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.3% |
| YTD | +23.9% | +24.4% | -0.5% | +10.8% |
| 1Y | +58.0% | +27.6% | +30.4% | +39.5% |
| 3Y | +94.6% | +29.9% | +64.7% | +61.2% |
| 5Y | +70.4% | -40.6% | +111.0% | +90.7% |
| All | +70.4% | -41.1% | +111.5% | +90.7% |
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