+41.6%
TXN vs FCX
+60.8%
-19.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -0.1% | -4.9% | +4.8% | +1.0% |
| 30D | -6.9% | +4.8% | -11.8% | -8.0% |
| 3M | -14.9% | +4.6% | -19.6% | -16.4% |
| 6M | +29.0% | +10.8% | +18.2% | +23.0% |
| YTD | +51.5% | +44.2% | +7.3% | +38.3% |
| 1Y | +41.6% | +59.6% | -18.0% | +25.0% |
| All | +41.6% | +60.8% | -19.2% | +25.0% |
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