+386.3%
FCX vs TMF
-82.2%
+468.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.6% | -3.8% |
| 7D | -2.4% | -1.1% | -1.3% | -2.5% |
| 30D | -18.0% | +11.8% | -29.8% | -16.5% |
| 3M | -14.3% | -4.0% | -10.2% | -14.7% |
| 6M | -1.7% | -16.5% | +14.8% | -4.4% |
| YTD | +19.8% | -19.9% | +39.8% | +15.9% |
| 1Y | +48.6% | -25.6% | +74.2% | +42.0% |
| 3Y | +85.8% | -29.9% | +115.7% | +80.0% |
| 5Y | +72.2% | -88.2% | +160.5% | +3.2% |
| 10Y | +386.3% | -81.7% | +468.0% | +285.2% |
| All | +386.3% | -82.2% | +468.5% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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