+373.5%
FCX vs TECK
+198.5%
+175.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.9% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | -14.7% | -7.1% | -7.6% | -10.3% |
| 3M | -11.2% | -5.5% | -5.7% | -7.5% |
| 6M | -11.4% | -9.7% | -1.7% | -4.7% |
| YTD | +17.7% | +26.3% | -8.5% | 0.0% |
| 1Y | +47.5% | +44.4% | +3.1% | +13.8% |
| 3Y | +83.9% | +70.1% | +13.8% | +24.1% |
| 5Y | +54.0% | +125.8% | -71.8% | -19.4% |
| All | +373.5% | +198.5% | +175.1% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling