+612.2%
FCX vs TSCO
+185.7%
+426.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | -2.3% | -5.7% | +3.4% | +0.3% |
| 30D | +2.7% | -8.8% | +11.4% | +6.9% |
| 3M | +7.4% | +6.3% | +1.1% | +3.8% |
| 6M | +16.0% | -32.3% | +48.3% | +37.3% |
| YTD | +40.9% | -32.7% | +73.6% | +65.9% |
| 1Y | +56.4% | -43.7% | +100.1% | +100.8% |
| 3Y | +84.2% | -19.7% | +103.9% | +91.8% |
| 5Y | +114.6% | -11.6% | +126.2% | +105.3% |
| All | +612.2% | +185.7% | +426.4% | +261.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling