+60.3%
FCX vs TXT
+9.2%
+51.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | -6.0% | +10.6% | -16.6% | -9.6% |
| 30D | -13.6% | +14.4% | -28.0% | -18.2% |
| 3M | -6.8% | -2.7% | -4.0% | -4.8% |
| 6M | +13.2% | -4.7% | +17.8% | +16.4% |
| YTD | +24.4% | -0.5% | +24.9% | +20.9% |
| 1Y | +60.3% | +8.7% | +51.5% | +40.1% |
| All | +60.3% | +9.2% | +51.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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