+59.6%
FCX vs TXG
+372.5%
-312.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -4.9% | +1.8% | -6.7% | -5.3% |
| 30D | +4.8% | +32.0% | -27.2% | -3.0% |
| 3M | +4.6% | +87.0% | -82.4% | -11.7% |
| 6M | +10.8% | +180.1% | -169.2% | -15.7% |
| YTD | +44.2% | +284.1% | -239.9% | +2.5% |
| 1Y | +59.6% | +361.7% | -302.1% | +6.7% |
| All | +59.6% | +372.5% | -312.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling