+2,317.3%
FCX vs TTMI
+278.7%
+2,038.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.0% | +0.7% |
| 7D | -0.8% | +7.2% | -8.0% | -2.8% |
| 30D | -15.1% | -28.7% | +13.6% | -9.5% |
| 3M | -9.6% | -39.8% | +30.2% | -0.5% |
| 6M | -3.1% | -51.7% | +48.7% | +11.3% |
| YTD | +23.4% | +14.1% | +9.4% | +11.0% |
| 1Y | +52.7% | +16.0% | +36.7% | +35.4% |
| 3Y | +91.4% | +452.7% | -361.3% | +10.7% |
| 5Y | +62.7% | +451.5% | -388.8% | -7.6% |
| 10Y | +395.9% | +443.1% | -47.3% | +179.0% |
| All | +2,317.3% | +278.7% | +2,038.6% | +935.1% |
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 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