+102.7%
FCX vs TW
+21.9%
+80.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.4% | +5.3% |
| 7D | +5.7% | -3.5% | +9.2% | +5.7% |
| 30D | +10.1% | +0.5% | +9.6% | +10.0% |
| 3M | +20.2% | +4.9% | +15.2% | +19.5% |
| 6M | +29.7% | -17.1% | +46.8% | +32.1% |
| YTD | +51.9% | -3.9% | +55.8% | +51.4% |
| 1Y | +66.0% | -13.3% | +79.2% | +68.2% |
| 3Y | +102.7% | +20.9% | +81.8% | +105.6% |
| All | +102.7% | +21.9% | +80.8% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling