+373.5%
FCX vs TFC
+79.2%
+294.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.8% |
| 7D | -0.3% | +2.3% | -2.6% | -1.7% |
| 30D | -14.7% | +10.8% | -25.5% | -20.3% |
| 3M | -11.2% | -3.8% | -7.4% | -9.5% |
| 6M | -11.4% | +9.6% | -21.0% | -17.7% |
| YTD | +17.7% | +5.8% | +11.9% | +11.5% |
| 1Y | +47.5% | +16.2% | +31.3% | +31.4% |
| 3Y | +83.9% | +96.0% | -12.1% | +13.0% |
| 5Y | +54.0% | +1.7% | +52.3% | +41.4% |
| All | +373.5% | +79.2% | +294.3% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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