+61.4%
FCX vs TTMI
+449.2%
-387.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.0% | +0.2% |
| 7D | -0.8% | +7.2% | -8.0% | -3.3% |
| 30D | -15.1% | -28.7% | +13.6% | -8.2% |
| 3M | -9.6% | -39.8% | +30.2% | +1.8% |
| 6M | -3.1% | -51.7% | +48.7% | +14.9% |
| YTD | +23.4% | +14.1% | +9.4% | +4.6% |
| 1Y | +52.7% | +16.0% | +36.7% | +26.6% |
| 3Y | +91.4% | +452.7% | -361.3% | -19.8% |
| All | +61.4% | +449.2% | -387.8% | -41.3% |
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 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