+60.4%
FCX vs TECK
+65.6%
-5.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.3% | -0.3% | -1.8% |
| 7D | -1.9% | -4.2% | +2.4% | +1.5% |
| 30D | +3.4% | -0.4% | +3.8% | +4.0% |
| 3M | +15.0% | +10.1% | +4.8% | +7.3% |
| 6M | +14.6% | +26.0% | -11.3% | -2.6% |
| YTD | +41.2% | +38.0% | +3.2% | +16.7% |
| 1Y | +60.4% | +63.8% | -3.4% | +28.0% |
| All | +60.4% | +65.6% | -5.3% | +28.0% |
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