+102.7%
FCX vs TFC
+98.6%
+4.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.5% | +6.5% |
| 7D | +5.7% | +2.2% | +3.5% | +4.3% |
| 30D | +10.1% | -2.5% | +12.5% | +11.3% |
| 3M | +20.2% | +4.5% | +15.6% | +16.0% |
| 6M | +29.7% | +11.0% | +18.7% | +20.4% |
| YTD | +51.9% | +5.9% | +46.0% | +44.3% |
| 1Y | +66.0% | +14.6% | +51.4% | +50.0% |
| 3Y | +102.7% | +96.7% | +6.0% | +31.5% |
| All | +102.7% | +98.6% | +4.2% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling