+281.4%
FCX vs TMF
-69.2%
+350.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -4.9% | +1.2% | -6.1% | -4.6% |
| 30D | -17.1% | +19.7% | -36.9% | -13.5% |
| 3M | -12.7% | -2.1% | -10.6% | -12.9% |
| 6M | -2.0% | -13.4% | +11.5% | -5.0% |
| YTD | +18.1% | -16.7% | +34.8% | +13.4% |
| 1Y | +55.2% | -23.3% | +78.5% | +46.2% |
| 3Y | +74.3% | -24.8% | +99.1% | +68.4% |
| 5Y | +71.9% | -88.0% | +159.9% | +1.0% |
| 10Y | +498.4% | -84.7% | +583.1% | +356.6% |
| All | +281.4% | -69.2% | +350.6% | +371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling