+99.7%
TXN vs FCX
+58.1%
+41.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.7% |
| 7D | +1.0% | -6.0% | +7.0% | +2.6% |
| 30D | +6.1% | -13.6% | +19.7% | +10.1% |
| 3M | +10.4% | -6.8% | +17.1% | +11.8% |
| 6M | +12.6% | +13.2% | -0.6% | +12.0% |
| YTD | +83.5% | +24.4% | +59.1% | +61.6% |
| 1Y | +99.7% | +60.3% | +39.4% | +54.8% |
| All | +99.7% | +58.1% | +41.6% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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