+60.3%
FCX vs TKO
+5.6%
+54.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | +0.7% |
| 7D | -6.0% | +11.3% | -17.3% | -8.1% |
| 30D | -13.6% | +9.3% | -22.9% | -15.3% |
| 3M | -6.8% | +5.3% | -12.1% | -8.2% |
| 6M | +13.2% | +4.9% | +8.3% | +8.9% |
| YTD | +24.4% | -6.3% | +30.7% | +26.3% |
| 1Y | +60.3% | +4.9% | +55.4% | +52.3% |
| All | +60.3% | +5.6% | +54.6% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling