+612.2%
FCX vs TTWO
+406.5%
+205.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.3% | +0.4% | -2.6% | -2.5% |
| 30D | +2.7% | -11.3% | +14.0% | +6.6% |
| 3M | +7.4% | +1.6% | +5.8% | +5.8% |
| 6M | +16.0% | +2.1% | +13.9% | +13.7% |
| YTD | +40.9% | -15.8% | +56.8% | +47.3% |
| 1Y | +56.4% | -12.6% | +69.0% | +61.3% |
| 3Y | +84.2% | +48.2% | +36.0% | +57.8% |
| 5Y | +114.6% | +40.0% | +74.7% | +81.3% |
| All | +612.2% | +406.5% | +205.7% | +354.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling