+84.6%
FCX vs TTWO
+51.8%
+32.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.8% | -9.3% | -7.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.5% |
| 30D | +3.4% | -13.4% | +16.8% | +9.2% |
| 3M | +15.0% | +3.1% | +11.9% | +11.6% |
| 6M | +14.6% | +3.8% | +10.9% | +10.0% |
| YTD | +41.2% | -15.3% | +56.5% | +49.2% |
| 1Y | +60.4% | -11.1% | +71.5% | +65.0% |
| All | +84.6% | +51.8% | +32.8% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling