+992.2%
FCX vs TMO
+2,386.9%
-1,394.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.4% |
| 7D | -1.9% | -2.5% | +0.6% | -0.7% |
| 30D | +3.4% | -0.3% | +3.7% | +3.6% |
| 3M | +15.0% | +25.3% | -10.3% | +1.6% |
| 6M | +14.6% | +20.9% | -6.2% | +3.2% |
| YTD | +41.2% | +4.3% | +36.9% | +36.8% |
| 1Y | +60.4% | +27.0% | +33.3% | +40.1% |
| 3Y | +88.4% | +17.5% | +70.9% | +68.6% |
| 5Y | +115.0% | +6.9% | +108.1% | +98.7% |
| 10Y | +669.9% | +332.0% | +337.9% | +254.8% |
| All | +992.2% | +2,386.9% | -1,394.7% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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