+83.9%
FCX vs TT
+91.4%
-7.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.1% |
| 7D | -0.3% | +4.0% | -4.3% | -2.6% |
| 30D | -14.7% | -11.3% | -3.4% | -8.5% |
| 3M | -11.2% | -12.3% | +1.1% | -4.1% |
| 6M | -11.4% | -10.8% | -0.5% | -5.4% |
| YTD | +17.7% | +8.2% | +9.6% | +12.8% |
| 1Y | +47.5% | +1.5% | +46.0% | +46.0% |
| 3Y | +83.9% | +91.5% | -7.6% | +47.5% |
| All | +83.9% | +91.4% | -7.5% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling