+1,069.2%
FCX vs TSCO
+17,068.5%
-15,999.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.5% |
| 7D | +3.1% | -2.5% | +5.6% | +3.8% |
| 30D | +8.1% | -1.1% | +9.2% | +8.3% |
| 3M | +18.9% | +14.3% | +4.7% | +14.3% |
| 6M | +26.6% | -31.9% | +58.5% | +39.2% |
| YTD | +51.2% | -30.7% | +81.8% | +64.8% |
| 1Y | +75.6% | -41.1% | +116.6% | +100.0% |
| 3Y | +101.7% | -17.1% | +118.9% | +107.5% |
| 5Y | +134.6% | -7.5% | +142.2% | +132.2% |
| 10Y | +724.2% | +192.6% | +531.6% | +505.2% |
| All | +1,069.2% | +17,068.5% | -15,999.3% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling