+59.6%
FCX vs TECK
+108.8%
-49.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -4.9% | -0.3% | -4.5% | -4.7% |
| 30D | +4.8% | +4.6% | +0.2% | +1.9% |
| 3M | +4.6% | +2.8% | +1.8% | +2.5% |
| 6M | +10.8% | +24.9% | -14.1% | -3.8% |
| YTD | +44.2% | +44.7% | -0.5% | +21.2% |
| 1Y | +59.6% | +112.0% | -52.4% | +40.8% |
| All | +59.6% | +108.8% | -49.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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