+47.5%
FCX vs TCOM
-41.4%
+88.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | -14.7% | +12.1% | -26.8% | -15.9% |
| 3M | -11.2% | -3.2% | -8.0% | -10.7% |
| 6M | -11.4% | -16.6% | +5.3% | -8.0% |
| YTD | +17.7% | -39.4% | +57.1% | +22.6% |
| 1Y | +47.5% | -41.5% | +89.0% | +58.0% |
| All | +47.5% | -41.4% | +88.9% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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