+70.1%
TXN vs FCX
+83.3%
-13.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | +0.9% |
| 7D | +2.0% | -1.9% | +3.8% | +2.4% |
| 30D | -8.0% | +3.4% | -11.4% | -9.3% |
| 3M | -7.8% | +15.0% | -22.7% | -12.0% |
| 6M | +32.4% | +14.6% | +17.8% | +24.1% |
| YTD | +51.7% | +41.2% | +10.5% | +31.7% |
| 1Y | +44.3% | +60.4% | -16.1% | +18.4% |
| All | +70.1% | +83.3% | -13.2% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling