+702.5%
FCX vs TXG
+21.5%
+681.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +4.2% |
| 7D | +5.7% | +9.4% | -3.6% | +3.4% |
| 30D | +10.1% | +26.1% | -16.0% | +3.7% |
| 3M | +20.2% | +124.8% | -104.6% | -2.5% |
| 6M | +29.7% | +215.2% | -185.6% | -3.7% |
| YTD | +51.9% | +302.2% | -250.3% | +5.8% |
| 1Y | +66.0% | +370.9% | -305.0% | +9.4% |
| 3Y | +102.7% | +38.5% | +64.2% | +64.5% |
| 5Y | +138.9% | -64.4% | +203.2% | +141.3% |
| All | +702.5% | +21.5% | +681.0% | +442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling