+74.3%
FCX vs TTD
-83.7%
+158.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | -4.9% | +5.2% | -10.1% | -5.2% |
| 30D | -17.1% | +6.9% | -24.1% | -17.6% |
| 3M | -12.7% | -26.8% | +14.2% | -10.9% |
| 6M | -2.0% | -46.1% | +44.2% | +2.5% |
| YTD | +18.1% | -65.9% | +84.0% | +30.1% |
| 1Y | +55.2% | -71.8% | +127.0% | +75.4% |
| 3Y | +74.3% | -83.3% | +157.6% | +78.8% |
| All | +74.3% | -83.7% | +158.0% | +78.8% |
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