+475.1%
FCX vs TW
+209.8%
+265.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.4% |
| 7D | -1.9% | -2.7% | +0.9% | -1.0% |
| 30D | +3.4% | -1.7% | +5.1% | +3.8% |
| 3M | +15.0% | +1.6% | +13.4% | +12.7% |
| 6M | +14.6% | -17.7% | +32.3% | +21.4% |
| YTD | +41.2% | -4.3% | +45.6% | +39.1% |
| 1Y | +60.4% | -13.1% | +73.5% | +64.6% |
| 3Y | +88.4% | +20.3% | +68.1% | +58.6% |
| 5Y | +115.0% | +22.0% | +93.1% | +74.6% |
| All | +475.1% | +209.8% | +265.3% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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