+612.2%
FCX vs TNA
+86.1%
+526.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -2.3% | -7.3% | +5.0% | +1.0% |
| 30D | +2.7% | -14.2% | +16.8% | +9.6% |
| 3M | +7.4% | -4.6% | +12.0% | +9.3% |
| 6M | +16.0% | +36.9% | -20.9% | +0.6% |
| YTD | +40.9% | +42.5% | -1.6% | +19.4% |
| 1Y | +56.4% | +45.8% | +10.7% | +29.7% |
| 3Y | +84.2% | +104.7% | -20.4% | +13.7% |
| 5Y | +114.6% | -21.7% | +136.3% | +75.1% |
| All | +612.2% | +86.1% | +526.1% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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