+701.1%
FCX vs THC
+952.2%
-251.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +5.9% |
| 7D | +5.7% | -2.6% | +8.3% | +6.4% |
| 30D | +10.1% | -1.2% | +11.2% | +10.3% |
| 3M | +20.2% | +58.9% | -38.7% | +5.1% |
| 6M | +29.7% | +9.3% | +20.3% | +24.9% |
| YTD | +51.9% | +30.4% | +21.6% | +38.8% |
| 1Y | +66.0% | +34.6% | +31.4% | +49.2% |
| 3Y | +102.7% | +246.7% | -143.9% | +36.0% |
| 5Y | +138.9% | +244.5% | -105.7% | +53.4% |
| 10Y | +701.1% | +950.1% | -249.0% | +285.1% |
| All | +701.1% | +952.2% | -251.2% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling