+891.5%
FCX vs TTWO
+5,717.4%
-4,825.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | +5.7% | -1.6% | +7.3% | +6.0% |
| 30D | +10.1% | -13.5% | +23.5% | +12.9% |
| 3M | +20.2% | +0.3% | +19.8% | +19.7% |
| 6M | +29.7% | +0.8% | +28.8% | +28.7% |
| YTD | +51.9% | -16.7% | +68.6% | +56.2% |
| 1Y | +66.0% | -14.3% | +80.2% | +69.7% |
| 3Y | +102.7% | +49.4% | +53.4% | +87.0% |
| 5Y | +138.9% | +33.8% | +105.1% | +121.8% |
| 10Y | +701.1% | +392.8% | +308.3% | +486.1% |
| All | +891.5% | +5,717.4% | -4,825.8% | +476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling