+85.3%
FCX vs TT
+125.0%
-39.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +4.8% | -7.2% | +12.0% | +9.0% |
| 3M | +4.6% | -3.0% | +7.6% | +6.1% |
| 6M | +10.8% | +1.4% | +9.5% | +9.7% |
| YTD | +44.2% | +15.9% | +28.3% | +34.0% |
| 1Y | +59.6% | +9.4% | +50.1% | +52.1% |
| All | +85.3% | +125.0% | -39.6% | +45.7% |
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