+115.8%
FCX vs TKO
+291.2%
-175.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -2.3% | +2.3% | -4.6% | -3.1% |
| 30D | +2.7% | -2.5% | +5.1% | +3.4% |
| 3M | +7.4% | -10.6% | +18.0% | +11.2% |
| 6M | +16.0% | -5.1% | +21.1% | +16.9% |
| YTD | +40.9% | -8.2% | +49.1% | +43.4% |
| 1Y | +56.4% | -4.4% | +60.9% | +56.5% |
| 3Y | +84.2% | +100.4% | -16.2% | +35.7% |
| All | +115.8% | +291.2% | -175.4% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling