+386.3%
FCX vs TT
+744.7%
-358.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -2.4% | +0.8% | -3.2% | -2.8% |
| 30D | -18.0% | -11.8% | -6.2% | -10.1% |
| 3M | -14.3% | -11.6% | -2.7% | -6.5% |
| 6M | -1.7% | -9.3% | +7.6% | +5.0% |
| YTD | +19.8% | +8.9% | +11.0% | +11.4% |
| 1Y | +48.6% | -2.2% | +50.9% | +49.2% |
| 3Y | +85.8% | +91.9% | -6.1% | +7.4% |
| 5Y | +72.2% | +136.0% | -63.8% | -19.5% |
| 10Y | +386.3% | +734.7% | -348.4% | -19.1% |
| All | +386.3% | +744.7% | -358.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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