+60.3%
FCX vs TSN
+19.9%
+40.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.0% | +1.3% |
| 7D | -6.0% | +8.4% | -14.4% | -6.0% |
| 30D | -13.6% | +16.1% | -29.7% | -13.9% |
| 3M | -6.8% | +3.2% | -9.9% | -7.0% |
| 6M | +13.2% | -11.1% | +24.3% | +16.9% |
| YTD | +24.4% | +5.1% | +19.3% | +21.3% |
| 1Y | +60.3% | +19.4% | +40.9% | +48.0% |
| All | +60.3% | +19.9% | +40.4% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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