+97.6%
FCX vs TE
-22.1%
+119.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.2% |
| 7D | +3.1% | +15.0% | -11.9% | +1.7% |
| 30D | +8.1% | -7.5% | +15.6% | +8.6% |
| 3M | +18.9% | -42.0% | +60.9% | +23.7% |
| 6M | +26.6% | -31.4% | +58.0% | +28.0% |
| YTD | +51.2% | -26.5% | +77.7% | +50.8% |
| 1Y | +75.6% | +153.1% | -77.5% | +52.7% |
| All | +97.6% | -22.1% | +119.7% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling