+612.2%
FCX vs TKO
+989.7%
-377.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -2.3% | +2.3% | -4.6% | -3.0% |
| 30D | +2.7% | -2.5% | +5.1% | +3.4% |
| 3M | +7.4% | -10.6% | +18.0% | +10.9% |
| 6M | +16.0% | -5.1% | +21.1% | +17.0% |
| YTD | +40.9% | -8.2% | +49.1% | +43.3% |
| 1Y | +56.4% | -4.4% | +60.9% | +56.7% |
| 3Y | +84.2% | +100.4% | -16.2% | +38.3% |
| 5Y | +114.6% | +294.3% | -179.7% | +22.7% |
| All | +612.2% | +989.7% | -377.5% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling