+72.2%
FCX vs TSN
-13.7%
+86.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -2.4% | +5.8% | -8.2% | -3.9% |
| 30D | -18.0% | +12.8% | -30.8% | -20.7% |
| 3M | -14.3% | +6.5% | -20.7% | -15.9% |
| 6M | -1.7% | -10.3% | +8.5% | +1.1% |
| YTD | +19.8% | +5.5% | +14.3% | +16.1% |
| 1Y | +48.6% | +15.8% | +32.9% | +39.3% |
| 3Y | +85.8% | +42.5% | +43.3% | +53.8% |
| 5Y | +72.2% | -14.3% | +86.6% | +85.1% |
| All | +72.2% | -13.7% | +86.0% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling