+396.6%
FCX vs TAP
-47.5%
+444.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | -0.8% | -8.0% | +7.2% | +2.7% |
| 30D | -15.1% | +4.1% | -19.1% | -17.1% |
| 3M | -9.6% | -4.4% | -5.3% | -9.0% |
| 6M | -3.1% | -1.9% | -1.1% | -4.6% |
| YTD | +23.4% | -12.1% | +35.5% | +26.5% |
| 1Y | +52.7% | -12.0% | +64.7% | +56.0% |
| 3Y | +91.4% | -25.0% | +116.4% | +105.1% |
| 5Y | +62.7% | -1.1% | +63.8% | +45.5% |
| All | +396.6% | -47.5% | +444.1% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling