+379.5%
FCX vs TW
+301.3%
+78.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -0.3% | +3.9% | -4.2% | -1.6% |
| 30D | -14.7% | +19.9% | -34.7% | -20.2% |
| 3M | -11.2% | +25.9% | -37.1% | -18.6% |
| 6M | -11.4% | +21.1% | -32.5% | -18.8% |
| YTD | +17.7% | +23.9% | -6.2% | +5.4% |
| 1Y | +47.5% | +21.2% | +26.3% | +33.2% |
| 3Y | +83.9% | +44.8% | +39.1% | +46.3% |
| 5Y | +54.0% | +41.4% | +12.6% | +20.3% |
| All | +379.5% | +301.3% | +78.1% | +125.3% |
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