+386.3%
FCX vs TFC
+82.1%
+304.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.4% | +1.7% | -4.1% | -3.4% |
| 30D | -18.0% | +9.0% | -27.0% | -22.5% |
| 3M | -14.3% | -2.1% | -12.2% | -13.6% |
| 6M | -1.7% | +3.4% | -5.1% | -5.2% |
| YTD | +19.8% | +5.3% | +14.6% | +13.9% |
| 1Y | +48.6% | +16.2% | +32.5% | +32.5% |
| 3Y | +85.8% | +94.8% | -9.0% | +14.7% |
| 5Y | +72.2% | -0.7% | +72.9% | +60.8% |
| 10Y | +386.3% | +80.9% | +305.4% | +226.0% |
| All | +386.3% | +82.1% | +304.2% | +226.0% |
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