+90.2%
FCX vs TXT
+4.5%
+85.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -4.9% | -4.8% | -0.1% | -1.9% |
| 30D | +4.8% | -10.6% | +15.4% | +12.3% |
| 3M | +4.6% | -13.2% | +17.8% | +13.8% |
| 6M | +10.8% | -20.3% | +31.2% | +27.3% |
| YTD | +44.2% | -9.3% | +53.5% | +50.0% |
| 1Y | +59.6% | -2.7% | +62.3% | +58.0% |
| All | +90.2% | +4.5% | +85.7% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling