+47.5%
FCX vs TTD
-64.0%
+111.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.9% |
| 7D | -0.3% | +21.3% | -21.6% | +1.1% |
| 30D | -14.7% | +28.7% | -43.5% | -12.9% |
| 3M | -11.2% | +7.7% | -18.9% | -10.8% |
| 6M | -11.4% | -23.5% | +12.1% | -13.0% |
| YTD | +17.7% | -58.7% | +76.4% | +19.8% |
| 1Y | +47.5% | -63.4% | +110.9% | +52.9% |
| All | +47.5% | -64.0% | +111.4% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling