+74.3%
FCX vs TT
+89.7%
-15.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.2% |
| 7D | -4.9% | -2.0% | -2.9% | -3.7% |
| 30D | -17.1% | -14.0% | -3.1% | -9.4% |
| 3M | -12.7% | -15.9% | +3.2% | -3.5% |
| 6M | -2.0% | -17.3% | +15.4% | +9.2% |
| YTD | +18.1% | +4.0% | +14.1% | +15.8% |
| 1Y | +55.2% | -7.1% | +62.3% | +61.5% |
| 3Y | +74.3% | +90.2% | -15.9% | +44.8% |
| All | +74.3% | +89.7% | -15.4% | +44.8% |
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