+98.6%
FCX vs TCOM
+12.1%
+86.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.7% |
| 7D | +5.7% | -7.6% | +13.3% | +8.1% |
| 30D | +10.1% | -12.2% | +22.3% | +14.2% |
| 3M | +20.2% | -14.2% | +34.4% | +24.7% |
| 6M | +29.7% | -25.0% | +54.7% | +40.4% |
| YTD | +51.9% | -43.7% | +95.6% | +77.4% |
| 1Y | +66.0% | -44.5% | +110.5% | +94.7% |
| All | +98.6% | +12.1% | +86.5% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling