+53.6%
FCX vs TAP
-10.2%
+63.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +4.7% |
| 7D | -1.0% | -7.8% | +6.8% | -2.5% |
| 30D | -15.2% | +7.1% | -22.4% | -13.7% |
| 3M | -10.3% | -7.0% | -3.2% | -10.5% |
| 6M | +1.6% | -3.8% | +5.4% | +2.9% |
| YTD | +23.9% | -11.7% | +35.6% | +27.4% |
| All | +53.6% | -10.2% | +63.9% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling