+663.9%
FCX vs TSN
-7.2%
+671.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +3.1% | -7.3% | +10.4% | +6.2% |
| 30D | +8.1% | -8.6% | +16.7% | +11.9% |
| 3M | +18.9% | -7.5% | +26.5% | +21.8% |
| 6M | +26.6% | -14.1% | +40.7% | +32.4% |
| YTD | +51.2% | -9.4% | +60.6% | +54.3% |
| 1Y | +75.6% | -4.1% | +79.6% | +74.0% |
| 3Y | +101.7% | +10.3% | +91.4% | +82.9% |
| 5Y | +134.6% | -19.7% | +154.4% | +143.9% |
| All | +663.9% | -7.2% | +671.1% | +608.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling