+1,015.5%
FCX vs TFC
+1,198.9%
-183.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.9% | +2.4% | -7.3% | -6.0% |
| 30D | +4.8% | -1.3% | +6.1% | +5.3% |
| 3M | +4.6% | +6.1% | -1.4% | +0.9% |
| 6M | +10.8% | +7.3% | +3.5% | +6.3% |
| YTD | +44.2% | +8.2% | +36.0% | +37.3% |
| 1Y | +59.6% | +14.4% | +45.1% | +47.4% |
| 3Y | +82.2% | +93.7% | -11.5% | +27.5% |
| 5Y | +115.6% | +16.4% | +99.2% | +89.3% |
| 10Y | +670.6% | +101.6% | +569.0% | +416.9% |
| All | +1,015.5% | +1,198.9% | -183.4% | +418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling