+1,069.2%
FCX vs TGT
+4,753.6%
-3,684.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.6% |
| 7D | +3.1% | -3.6% | +6.7% | +4.3% |
| 30D | +8.1% | +4.4% | +3.7% | +6.4% |
| 3M | +18.9% | +25.4% | -6.4% | +9.4% |
| 6M | +26.6% | +33.4% | -6.8% | +13.7% |
| YTD | +51.2% | +65.6% | -14.4% | +25.6% |
| 1Y | +75.6% | +80.3% | -4.7% | +41.3% |
| 3Y | +101.7% | +42.1% | +59.6% | +69.4% |
| 5Y | +134.6% | -25.0% | +159.6% | +138.5% |
| 10Y | +724.1% | +208.2% | +515.9% | +411.1% |
| All | +1,069.2% | +4,753.6% | -3,684.5% | +386.7% |
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 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