+59.6%
FCX vs TTMI
+171.3%
-111.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | -2.1% |
| 7D | -4.9% | +5.9% | -10.7% | -6.4% |
| 30D | +4.8% | -4.3% | +9.1% | +5.3% |
| 3M | +4.6% | -32.0% | +36.7% | +14.0% |
| 6M | +10.8% | +19.5% | -8.6% | +1.2% |
| YTD | +44.2% | +82.0% | -37.8% | +18.0% |
| 1Y | +59.6% | +172.6% | -113.1% | +2.3% |
| All | +59.6% | +171.3% | -111.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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