+827.0%
FCX vs TFC
+1,164.0%
-337.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.4% | +1.7% | -4.1% | -3.1% |
| 30D | -18.0% | +9.0% | -27.0% | -21.5% |
| 3M | -14.3% | -2.1% | -12.2% | -13.7% |
| 6M | -1.7% | +3.4% | -5.1% | -4.4% |
| YTD | +19.8% | +5.3% | +14.6% | +15.4% |
| 1Y | +48.6% | +16.2% | +32.5% | +36.3% |
| 3Y | +85.8% | +94.8% | -9.0% | +29.8% |
| 5Y | +72.2% | -0.7% | +72.9% | +63.1% |
| 10Y | +386.3% | +80.9% | +305.4% | +241.0% |
| All | +827.0% | +1,164.0% | -337.0% | +335.8% |
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