+827.0%
FCX vs TSN
+521.1%
+305.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | -2.4% | +5.8% | -8.2% | -4.2% |
| 30D | -18.0% | +12.8% | -30.8% | -21.3% |
| 3M | -14.3% | +6.5% | -20.7% | -16.3% |
| 6M | -1.7% | -10.3% | +8.5% | +0.7% |
| YTD | +19.8% | +5.5% | +14.3% | +16.0% |
| 1Y | +48.6% | +15.8% | +32.9% | +39.4% |
| 3Y | +85.8% | +42.5% | +43.3% | +60.0% |
| 5Y | +72.2% | -14.3% | +86.6% | +73.8% |
| 10Y | +386.3% | +18.2% | +368.1% | +331.7% |
| All | +827.0% | +521.1% | +305.9% | +297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling