+115.0%
FCX vs TGT
-26.4%
+141.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.4% | -6.2% |
| 7D | -1.9% | -5.0% | +3.2% | -0.2% |
| 30D | +3.4% | +3.0% | +0.4% | +2.3% |
| 3M | +15.0% | +22.6% | -7.6% | +6.7% |
| 6M | +14.6% | +31.2% | -16.6% | +3.5% |
| YTD | +41.2% | +63.7% | -22.5% | +17.3% |
| 1Y | +60.4% | +78.5% | -18.1% | +28.7% |
| 3Y | +88.4% | +40.5% | +47.9% | +55.4% |
| 5Y | +115.0% | -25.6% | +140.6% | +118.0% |
| All | +115.0% | -26.4% | +141.4% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling