+115.0%
FCX vs TXG
-64.0%
+179.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.3% |
| 7D | -1.9% | +5.0% | -6.9% | -3.0% |
| 30D | +3.4% | +13.5% | -10.1% | +0.2% |
| 3M | +15.0% | +128.0% | -113.0% | -6.6% |
| 6M | +14.6% | +224.4% | -209.8% | -14.8% |
| YTD | +41.2% | +307.0% | -265.8% | -1.1% |
| 1Y | +60.4% | +427.2% | -366.9% | +4.1% |
| 3Y | +88.4% | +40.2% | +48.3% | +52.3% |
| 5Y | +115.0% | -64.0% | +179.1% | +90.5% |
| All | +115.0% | -64.0% | +179.1% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling