+114.3%
FCX vs TMF
-87.5%
+201.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -4.9% | -1.4% | -3.4% | -4.8% |
| 30D | +4.8% | -2.8% | +7.6% | +4.8% |
| 3M | +4.6% | -10.9% | +15.5% | +4.7% |
| 6M | +10.8% | -21.3% | +32.1% | +10.9% |
| YTD | +44.2% | -15.9% | +60.1% | +44.3% |
| 1Y | +59.6% | -15.7% | +75.3% | +59.7% |
| 3Y | +82.2% | -43.4% | +125.6% | +80.5% |
| All | +114.3% | -87.5% | +201.8% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling