+612.2%
FCX vs TTMI
+1,127.6%
-515.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -1.6% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | +2.7% | -8.4% | +11.1% | +5.3% |
| 3M | +7.4% | -32.5% | +39.9% | +21.9% |
| 6M | +16.0% | +32.5% | -16.5% | -4.3% |
| YTD | +40.9% | +83.2% | -42.3% | -2.1% |
| 1Y | +56.4% | +161.7% | -105.2% | -10.5% |
| 3Y | +84.2% | +890.1% | -805.9% | -49.5% |
| 5Y | +114.6% | +832.4% | -717.8% | -42.8% |
| All | +612.2% | +1,127.6% | -515.4% | +64.1% |
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