+59.6%
FCX vs TE
+132.3%
-72.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.9% | -4.0% | -0.9% | -4.6% |
| 30D | +4.8% | -15.9% | +20.7% | +6.0% |
| 3M | +4.6% | -60.5% | +65.2% | +10.3% |
| 6M | +10.8% | -35.2% | +46.0% | +14.3% |
| YTD | +44.2% | -31.1% | +75.4% | +49.1% |
| 1Y | +59.6% | +148.6% | -89.1% | +120.6% |
| All | +59.6% | +132.3% | -72.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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