+47.5%
FCX vs TFC
+15.7%
+31.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -0.3% | +2.3% | -2.6% | -1.2% |
| 30D | -14.7% | +10.8% | -25.5% | -18.0% |
| 3M | -11.2% | -3.8% | -7.4% | -9.8% |
| 6M | -11.4% | +9.6% | -21.0% | -17.4% |
| YTD | +17.7% | +5.8% | +11.9% | +5.4% |
| 1Y | +47.5% | +16.2% | +31.3% | +19.7% |
| All | +47.5% | +15.7% | +31.8% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling