+701.1%
FCX vs TT
+899.5%
-198.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.7% |
| 7D | +5.7% | +1.6% | +4.2% | +4.5% |
| 30D | +10.1% | -7.3% | +17.4% | +16.2% |
| 3M | +20.2% | -2.6% | +22.8% | +21.8% |
| 6M | +29.7% | +5.9% | +23.8% | +23.4% |
| YTD | +51.9% | +15.4% | +36.5% | +35.3% |
| 1Y | +66.0% | +8.2% | +57.7% | +54.3% |
| 3Y | +102.7% | +122.7% | -19.9% | +2.2% |
| 5Y | +138.9% | +145.0% | -6.1% | +7.6% |
| 10Y | +701.1% | +893.7% | -192.7% | +2.5% |
| All | +701.1% | +899.5% | -198.5% | +2.5% |
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