+90.2%
FCX vs TAP
-27.5%
+117.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.9% | -2.3% | -2.6% | -4.6% |
| 30D | +4.8% | -2.1% | +7.0% | +5.0% |
| 3M | +4.6% | +6.6% | -2.0% | +3.2% |
| 6M | +10.8% | -11.5% | +22.3% | +13.0% |
| YTD | +44.2% | -10.3% | +54.5% | +46.1% |
| 1Y | +59.6% | -14.4% | +74.0% | +63.6% |
| All | +90.2% | -27.5% | +117.7% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling