+402.8%
FCX vs TENB
+3.0%
+399.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -4.9% | -9.1% | +4.2% | -2.5% |
| 30D | +4.8% | -4.9% | +9.7% | +5.2% |
| 3M | +4.6% | +16.9% | -12.3% | -2.1% |
| 6M | +10.8% | +68.0% | -57.1% | -8.0% |
| YTD | +44.2% | +45.6% | -1.3% | +23.6% |
| 1Y | +59.6% | +12.7% | +46.8% | +47.9% |
| 3Y | +82.2% | -24.4% | +106.6% | +85.6% |
| 5Y | +115.6% | -26.7% | +142.3% | +107.4% |
| All | +402.8% | +3.0% | +399.8% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling