+114.3%
FCX vs TXT
+10.4%
+103.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -4.9% | -4.8% | -0.1% | -1.4% |
| 30D | +4.8% | -10.6% | +15.4% | +13.5% |
| 3M | +4.6% | -13.2% | +17.8% | +15.2% |
| 6M | +10.8% | -20.3% | +31.2% | +30.0% |
| YTD | +44.2% | -9.3% | +53.5% | +51.2% |
| 1Y | +59.6% | -2.7% | +62.3% | +58.3% |
| 3Y | +82.2% | +1.4% | +80.9% | +67.0% |
| All | +114.3% | +10.4% | +103.9% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling