+373.5%
FCX vs TTMI
+394.2%
-20.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.9% |
| 7D | -0.3% | +11.4% | -11.7% | -4.8% |
| 30D | -14.7% | -28.3% | +13.6% | -6.2% |
| 3M | -11.2% | -46.7% | +35.5% | +8.1% |
| 6M | -11.4% | -56.1% | +44.7% | +13.5% |
| YTD | +17.7% | +7.4% | +10.4% | -4.1% |
| 1Y | +47.5% | +17.4% | +30.1% | +13.0% |
| 3Y | +83.9% | +429.1% | -345.3% | -39.2% |
| 5Y | +54.0% | +418.8% | -364.8% | -52.1% |
| All | +373.5% | +394.2% | -20.6% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling