+810.5%
FCX vs TGT
+4,909.7%
-4,099.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.3% | +2.6% | -2.9% | -1.1% |
| 30D | -14.7% | +4.7% | -19.4% | -16.2% |
| 3M | -11.2% | +4.6% | -15.7% | -12.8% |
| 6M | -11.4% | +34.9% | -46.3% | -20.8% |
| YTD | +17.7% | +70.9% | -53.2% | -3.5% |
| 1Y | +47.5% | +84.4% | -36.9% | +17.7% |
| 3Y | +83.9% | +69.1% | +14.8% | +45.4% |
| 5Y | +54.0% | -26.9% | +80.9% | +57.4% |
| 10Y | +372.9% | +207.6% | +165.2% | +192.6% |
| All | +810.5% | +4,909.7% | -4,099.2% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling