+701.1%
FCX vs TAP
-52.1%
+753.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.1% | +9.4% | +7.1% |
| 7D | +5.7% | -2.3% | +8.0% | +6.7% |
| 30D | +10.1% | -9.4% | +19.5% | +14.5% |
| 3M | +20.2% | -0.8% | +21.0% | +19.1% |
| 6M | +29.7% | -14.7% | +44.4% | +37.0% |
| YTD | +51.9% | -13.9% | +65.9% | +58.7% |
| 1Y | +66.0% | -18.6% | +84.6% | +76.8% |
| 3Y | +102.7% | -32.0% | +134.8% | +130.3% |
| 5Y | +138.9% | -1.0% | +139.8% | +114.7% |
| 10Y | +701.1% | -51.4% | +752.4% | +764.3% |
| All | +701.1% | -52.1% | +753.1% | +764.3% |
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