+527.3%
FCX vs TTD
+349.7%
+177.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | -4.9% | +5.2% | -10.1% | -5.7% |
| 30D | -17.1% | +6.9% | -24.1% | -18.3% |
| 3M | -12.7% | -26.8% | +14.2% | -8.7% |
| 6M | -2.0% | -46.1% | +44.2% | +7.5% |
| YTD | +18.1% | -65.9% | +84.0% | +39.6% |
| 1Y | +55.2% | -71.8% | +127.0% | +90.3% |
| 3Y | +74.3% | -83.3% | +157.6% | +117.0% |
| 5Y | +71.9% | -81.1% | +153.0% | +90.7% |
| 10Y | +498.4% | +441.7% | +56.7% | +286.8% |
| All | +527.3% | +349.7% | +177.6% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling