+365.9%
FCX vs TMF
-68.9%
+434.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.3% |
| 7D | -4.9% | -1.4% | -3.4% | -5.2% |
| 30D | +4.8% | -2.8% | +7.6% | +4.2% |
| 3M | +4.6% | -10.9% | +15.5% | +1.9% |
| 6M | +10.8% | -21.3% | +32.1% | +4.6% |
| YTD | +44.2% | -15.9% | +60.1% | +38.6% |
| 1Y | +59.6% | -15.7% | +75.3% | +53.7% |
| 3Y | +82.2% | -43.4% | +125.6% | +63.1% |
| 5Y | +115.6% | -87.8% | +203.4% | +28.3% |
| 10Y | +670.6% | -86.7% | +757.3% | +461.0% |
| All | +365.9% | -68.9% | +434.7% | +476.6% |
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