+4,854.6%
TXN vs FCX
+1,112.5%
+3,742.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +2.7% | +3.1% | -0.4% | +2.0% |
| 30D | -6.7% | +8.1% | -14.8% | -8.4% |
| 3M | -8.9% | +18.9% | -27.8% | -12.4% |
| 6M | +34.7% | +26.6% | +8.1% | +26.8% |
| YTD | +53.3% | +51.2% | +2.2% | +38.5% |
| 1Y | +45.0% | +75.6% | -30.5% | +26.0% |
| 3Y | +73.1% | +101.7% | -28.6% | +43.7% |
| 5Y | +59.9% | +134.6% | -74.7% | +25.3% |
| 10Y | +415.7% | +724.1% | -308.5% | +189.4% |
| All | +4,854.6% | +1,112.5% | +3,742.1% | +1,881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling