+60.3%
FCX vs TTMI
+9.6%
+50.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.1% | +11.5% | +3.8% |
| 7D | -6.0% | -19.2% | +13.2% | -1.3% |
| 30D | -13.6% | -44.9% | +31.3% | -1.7% |
| 3M | -6.8% | -44.7% | +38.0% | +5.2% |
| 6M | +13.2% | -53.4% | +66.6% | +31.8% |
| YTD | +24.4% | +6.3% | +18.1% | +18.1% |
| 1Y | +60.3% | +10.7% | +49.6% | +49.9% |
| All | +60.3% | +9.6% | +50.7% | +49.9% |
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