+134.6%
FCX vs TTMI
+806.9%
-672.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.8% |
| 7D | +3.1% | +7.5% | -4.4% | +0.6% |
| 30D | +8.1% | -4.5% | +12.6% | +8.8% |
| 3M | +18.9% | -28.5% | +47.5% | +29.5% |
| 6M | +26.6% | +28.4% | -1.8% | +10.2% |
| YTD | +51.2% | +80.1% | -28.9% | +14.5% |
| 1Y | +75.6% | +161.0% | -85.5% | +13.0% |
| 3Y | +101.7% | +862.4% | -760.7% | -28.3% |
| 5Y | +134.6% | +812.9% | -678.3% | -21.2% |
| All | +134.6% | +806.9% | -672.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling