+114.3%
FCX vs TT
+140.2%
-25.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.2% |
| 3M | +4.6% | -3.0% | +7.6% | +6.2% |
| 6M | +10.8% | +1.4% | +9.5% | +9.7% |
| YTD | +44.2% | +15.9% | +28.3% | +32.5% |
| 1Y | +59.6% | +9.4% | +50.1% | +50.9% |
| 3Y | +82.2% | +124.4% | -42.1% | +14.0% |
| All | +114.3% | +140.2% | -25.8% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling