+83.9%
FCX vs TW
+44.1%
+39.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -0.3% | +3.9% | -4.2% | -0.1% |
| 30D | -14.7% | +19.9% | -34.7% | -14.1% |
| 3M | -11.2% | +25.9% | -37.1% | -10.3% |
| 6M | -11.4% | +21.1% | -32.5% | -10.2% |
| YTD | +17.7% | +23.9% | -6.2% | +18.6% |
| 1Y | +47.5% | +21.2% | +26.3% | +49.0% |
| 3Y | +83.9% | +44.8% | +39.1% | +102.8% |
| All | +83.9% | +44.1% | +39.8% | +102.8% |
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