+724.2%
FCX vs TXT
+100.3%
+623.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +3.1% | +0.8% | +2.3% | +2.5% |
| 30D | +8.1% | -10.4% | +18.5% | +16.5% |
| 3M | +18.9% | -14.3% | +33.3% | +31.9% |
| 6M | +26.6% | -15.1% | +41.7% | +40.9% |
| YTD | +51.2% | -8.3% | +59.5% | +57.6% |
| 1Y | +75.6% | -0.7% | +76.3% | +72.7% |
| 3Y | +101.7% | +6.0% | +95.7% | +85.4% |
| 5Y | +134.6% | +12.5% | +122.1% | +105.4% |
| 10Y | +724.2% | +103.2% | +621.0% | +313.2% |
| All | +724.2% | +100.3% | +623.9% | +313.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling