+858.0%
FCX vs TFC
+1,165.7%
-307.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +3.9% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -15.2% | +9.2% | -24.4% | -19.0% |
| 3M | -10.3% | -2.9% | -7.4% | -9.3% |
| 6M | +1.6% | +3.5% | -1.9% | -1.2% |
| YTD | +23.9% | +5.4% | +18.4% | +19.2% |
| 1Y | +58.0% | +17.3% | +40.7% | +44.2% |
| 3Y | +94.6% | +96.7% | -2.1% | +35.2% |
| 5Y | +70.4% | -1.1% | +71.5% | +61.7% |
| 10Y | +430.7% | +84.7% | +345.9% | +268.8% |
| All | +858.0% | +1,165.7% | -307.7% | +350.0% |
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 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