+813.3%
FCX vs TT
+7,640.3%
-6,827.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.2% |
| 7D | -4.9% | -2.0% | -2.9% | -3.6% |
| 30D | -17.1% | -14.0% | -3.1% | -9.2% |
| 3M | -12.7% | -15.9% | +3.2% | -3.2% |
| 6M | -2.0% | -17.3% | +15.4% | +9.7% |
| YTD | +18.1% | +4.0% | +14.1% | +14.8% |
| 1Y | +55.2% | -7.1% | +62.3% | +61.1% |
| 3Y | +74.3% | +90.2% | -15.9% | +14.8% |
| 5Y | +71.9% | +131.1% | -59.2% | -2.0% |
| 10Y | +498.4% | +777.7% | -279.4% | +58.9% |
| All | +813.3% | +7,640.3% | -6,827.0% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling