+1,015.5%
FCX vs TSN
+429.7%
+585.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -4.9% | -6.3% | +1.5% | -2.9% |
| 30D | +4.8% | -10.8% | +15.6% | +8.6% |
| 3M | +4.6% | -8.8% | +13.4% | +7.0% |
| 6M | +10.8% | -16.8% | +27.6% | +16.3% |
| YTD | +44.2% | -10.0% | +54.2% | +47.2% |
| 1Y | +59.6% | -5.3% | +64.8% | +59.6% |
| 3Y | +82.2% | +8.5% | +73.7% | +71.8% |
| 5Y | +115.6% | -22.9% | +138.5% | +125.5% |
| 10Y | +670.6% | -12.6% | +683.2% | +651.4% |
| All | +1,015.5% | +429.7% | +585.7% | +404.5% |
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