+49.5%
TXN vs FCX
+60.1%
-10.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -2.3% | +6.3% | +4.4% |
| 30D | -2.9% | +2.7% | -5.5% | -3.6% |
| 3M | -9.1% | +7.4% | -16.5% | -10.9% |
| 6M | +36.6% | +16.0% | +20.6% | +29.2% |
| YTD | +57.5% | +40.9% | +16.6% | +43.9% |
| 1Y | +49.5% | +56.4% | -6.9% | +32.3% |
| All | +49.5% | +60.1% | -10.6% | +32.3% |
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