+84.6%
FCX vs TGT
+39.8%
+44.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.4% | -6.3% |
| 7D | -1.9% | -5.0% | +3.2% | -0.6% |
| 30D | +3.4% | +3.0% | +0.4% | +2.5% |
| 3M | +15.0% | +22.6% | -7.6% | +8.4% |
| 6M | +14.6% | +31.2% | -16.6% | +5.6% |
| YTD | +41.2% | +63.7% | -22.5% | +21.3% |
| 1Y | +60.4% | +78.5% | -18.1% | +33.9% |
| All | +84.6% | +39.8% | +44.8% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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