+612.2%
FCX vs TFC
+98.7%
+513.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.3% | -2.4% | +0.1% | -0.8% |
| 30D | +2.7% | -3.4% | +6.0% | +4.6% |
| 3M | +7.4% | +0.4% | +7.0% | +6.0% |
| 6M | +16.0% | +12.7% | +3.3% | +6.0% |
| YTD | +40.9% | +5.6% | +35.3% | +33.9% |
| 1Y | +56.4% | +16.0% | +40.4% | +39.1% |
| 3Y | +84.2% | +94.0% | -9.8% | +13.1% |
| 5Y | +114.6% | +16.2% | +98.5% | +78.9% |
| All | +612.2% | +98.7% | +513.4% | +246.2% |
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