+61.4%
FCX vs TE
-81.3%
+142.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.7% |
| 7D | -0.8% | -22.0% | +21.2% | +2.1% |
| 30D | -15.1% | -33.6% | +18.6% | -11.3% |
| 3M | -9.6% | -61.1% | +51.5% | 0.0% |
| 6M | -3.1% | -64.7% | +61.7% | +6.5% |
| YTD | +23.4% | -68.1% | +91.6% | +34.1% |
| 1Y | +52.7% | -51.7% | +104.4% | +56.3% |
| 3Y | +91.4% | +42.0% | +49.4% | +47.3% |
| All | +61.4% | -81.3% | +142.7% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling