+84.6%
FCX vs TSCO
-18.6%
+103.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.2% |
| 7D | -1.9% | -3.1% | +1.3% | -1.0% |
| 30D | +3.4% | -4.4% | +7.8% | +4.6% |
| 3M | +15.0% | +9.7% | +5.3% | +11.6% |
| 6M | +14.6% | -32.4% | +47.1% | +31.6% |
| YTD | +41.2% | -31.7% | +72.9% | +60.1% |
| 1Y | +60.4% | -41.3% | +101.6% | +93.2% |
| All | +84.6% | -18.6% | +103.2% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling