+134.6%
FCX vs TW
+20.0%
+114.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | +8.1% | -0.6% | +8.7% | +8.1% |
| 3M | +18.9% | +3.4% | +15.5% | +16.8% |
| 6M | +26.6% | -18.4% | +45.1% | +33.0% |
| YTD | +51.2% | -3.9% | +55.1% | +49.4% |
| 1Y | +75.6% | -13.3% | +88.9% | +80.0% |
| 3Y | +101.7% | +20.8% | +80.9% | +71.9% |
| 5Y | +134.6% | +20.3% | +114.4% | +104.8% |
| All | +134.6% | +20.0% | +114.6% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling