+1,467.7%
FCX vs TKO
+1,406.3%
+61.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | +8.1% | +0.9% | +7.2% | +7.7% |
| 3M | +18.9% | -6.2% | +25.1% | +20.3% |
| 6M | +26.6% | -5.6% | +32.2% | +27.7% |
| YTD | +51.2% | -7.8% | +59.0% | +53.1% |
| 1Y | +75.6% | -1.2% | +76.8% | +74.4% |
| 3Y | +101.7% | +106.5% | -4.8% | +62.1% |
| 5Y | +134.6% | +310.4% | -175.7% | +55.3% |
| 10Y | +724.2% | +987.5% | -263.4% | +308.9% |
| All | +1,467.7% | +1,406.3% | +61.4% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling