+60.4%
FCX vs TCOM
-46.8%
+107.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.4% |
| 7D | -1.9% | -6.5% | +4.7% | -0.8% |
| 30D | +3.4% | -16.2% | +19.6% | +6.3% |
| 3M | +15.0% | -19.3% | +34.3% | +19.3% |
| 6M | +14.6% | -27.2% | +41.9% | +21.8% |
| YTD | +41.2% | -46.2% | +87.4% | +54.0% |
| 1Y | +60.4% | -46.6% | +107.0% | +73.0% |
| All | +60.4% | -46.8% | +107.2% | +73.0% |
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