+392.3%
FCX vs TENB
-3.6%
+395.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -5.3% |
| 7D | -1.9% | -7.1% | +5.3% | +0.1% |
| 30D | +3.4% | -15.4% | +18.8% | +7.2% |
| 3M | +15.0% | +19.5% | -4.5% | +6.7% |
| 6M | +14.6% | +54.8% | -40.2% | -2.5% |
| YTD | +41.2% | +36.1% | +5.1% | +23.2% |
| 1Y | +60.4% | +7.0% | +53.4% | +50.6% |
| 3Y | +88.4% | -27.6% | +116.0% | +93.9% |
| 5Y | +115.0% | -30.5% | +145.5% | +109.5% |
| All | +392.3% | -3.6% | +395.9% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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