+858.0%
FCX vs TAP
+830.3%
+27.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.3% |
| 7D | -1.0% | -7.8% | +6.8% | +1.6% |
| 30D | -15.2% | +7.1% | -22.4% | -17.5% |
| 3M | -10.3% | -7.0% | -3.2% | -8.9% |
| 6M | +1.6% | -3.8% | +5.4% | +1.1% |
| YTD | +23.9% | -11.7% | +35.6% | +26.1% |
| 1Y | +58.0% | -10.1% | +68.1% | +59.6% |
| 3Y | +94.6% | -23.7% | +118.3% | +104.0% |
| 5Y | +70.4% | +2.9% | +67.5% | +59.7% |
| 10Y | +430.7% | -49.5% | +480.1% | +497.9% |
| All | +858.0% | +830.3% | +27.7% | +579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling