+55.4%
FCX vs TENB
-24.3%
+79.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -0.3% | -3.3% | +2.9% | +0.4% |
| 30D | -14.7% | +6.9% | -21.7% | -16.0% |
| 3M | -11.2% | +1.8% | -13.0% | -12.3% |
| 6M | -11.4% | +98.1% | -109.4% | -25.6% |
| YTD | +17.7% | +73.2% | -55.5% | +0.7% |
| 1Y | +47.5% | +50.7% | -3.2% | +31.1% |
| 3Y | +83.9% | +9.3% | +74.6% | +74.9% |
| All | +55.4% | -24.3% | +79.7% | +57.6% |
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