+1,015.5%
FCX vs TECH
+10,015.4%
-9,000.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +4.8% | +0.7% | +4.1% | +4.6% |
| 3M | +4.6% | +36.3% | -31.7% | -3.5% |
| 6M | +10.8% | +25.6% | -14.7% | +3.3% |
| YTD | +44.2% | +23.7% | +20.5% | +34.6% |
| 1Y | +59.6% | +37.6% | +21.9% | +44.7% |
| 3Y | +82.2% | -6.6% | +88.8% | +78.1% |
| 5Y | +115.6% | -42.2% | +157.9% | +132.2% |
| 10Y | +670.6% | +187.6% | +483.0% | +499.8% |
| All | +1,015.5% | +10,015.4% | -9,000.0% | +525.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling