+1,015.5%
FCX vs TAP
+845.5%
+170.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.9% | -2.3% | -2.6% | -4.1% |
| 30D | +4.8% | -2.1% | +7.0% | +5.4% |
| 3M | +4.6% | +6.6% | -2.0% | +1.6% |
| 6M | +10.8% | -11.5% | +22.3% | +14.1% |
| YTD | +44.2% | -10.3% | +54.5% | +47.2% |
| 1Y | +59.6% | -14.4% | +74.0% | +64.6% |
| 3Y | +82.2% | -28.3% | +110.5% | +96.6% |
| 5Y | +115.6% | +1.7% | +113.9% | +104.2% |
| 10Y | +670.6% | -49.2% | +719.8% | +773.4% |
| All | +1,015.5% | +845.5% | +170.0% | +693.1% |
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 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