+98.6%
FCX vs TTMI
+898.8%
-800.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.4% | +4.5% |
| 7D | +5.7% | +12.2% | -6.4% | +2.2% |
| 30D | +10.1% | -5.7% | +15.8% | +11.2% |
| 3M | +20.2% | -27.5% | +47.7% | +29.2% |
| 6M | +29.7% | +47.1% | -17.5% | +10.6% |
| YTD | +51.9% | +87.5% | -35.5% | +18.9% |
| 1Y | +66.0% | +175.2% | -109.2% | +12.6% |
| All | +98.6% | +898.8% | -800.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling