+2,724.1%
FCX vs TTMI
+504.4%
+2,219.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | -2.0% |
| 7D | -4.9% | +5.9% | -10.7% | -6.3% |
| 30D | +4.8% | -4.3% | +9.1% | +5.2% |
| 3M | +4.6% | -32.0% | +36.7% | +13.3% |
| 6M | +10.8% | +19.5% | -8.6% | +2.3% |
| YTD | +44.2% | +82.0% | -37.8% | +18.2% |
| 1Y | +59.6% | +172.6% | -113.1% | +16.4% |
| 3Y | +82.2% | +744.7% | -662.4% | -3.3% |
| 5Y | +115.6% | +805.6% | -689.9% | +10.8% |
| 10Y | +670.6% | +1,057.6% | -387.0% | +270.2% |
| All | +2,724.1% | +504.4% | +2,219.7% | +1,001.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling