+134.6%
FCX vs TENB
-26.8%
+161.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.1% | -1.7% | +4.8% | +3.4% |
| 30D | +8.1% | -8.3% | +16.4% | +9.3% |
| 3M | +18.9% | +26.2% | -7.2% | +10.7% |
| 6M | +26.6% | +60.2% | -33.6% | +10.5% |
| YTD | +51.2% | +43.1% | +8.1% | +34.5% |
| 1Y | +75.6% | +9.4% | +66.2% | +68.4% |
| 3Y | +101.7% | -23.9% | +125.6% | +107.9% |
| 5Y | +134.6% | -28.2% | +162.9% | +133.4% |
| All | +134.6% | -26.8% | +161.4% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling