+60.3%
FCX vs TSCO
-28.6%
+88.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +1.1% |
| 7D | -6.0% | +15.7% | -21.7% | -6.9% |
| 30D | -13.6% | +16.4% | -30.0% | -14.7% |
| 3M | -6.8% | +11.2% | -18.0% | -7.4% |
| 6M | +13.2% | +14.9% | -1.8% | +12.7% |
| YTD | +24.4% | -25.4% | +49.8% | +37.4% |
| 1Y | +60.3% | -29.4% | +89.7% | +80.9% |
| All | +60.3% | -28.6% | +88.9% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling