+90.2%
FCX vs TTD
-82.4%
+172.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.6% |
| 7D | -4.9% | +6.3% | -11.2% | -5.4% |
| 30D | +4.8% | -23.9% | +28.7% | +7.1% |
| 3M | +4.6% | -31.4% | +36.0% | +7.9% |
| 6M | +10.8% | -42.7% | +53.5% | +15.5% |
| YTD | +44.2% | -62.0% | +106.2% | +59.0% |
| 1Y | +59.6% | -72.2% | +131.8% | +83.7% |
| All | +90.2% | -82.4% | +172.6% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling