+61.4%
FCX vs TECK
+141.1%
-79.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.1% |
| 7D | -0.8% | -1.2% | +0.5% | +0.2% |
| 30D | -15.1% | -5.7% | -9.3% | -11.4% |
| 3M | -9.6% | -3.6% | -6.0% | -7.1% |
| 6M | -3.1% | -2.2% | -0.8% | -1.4% |
| YTD | +23.4% | +33.6% | -10.1% | +0.2% |
| 1Y | +52.7% | +49.0% | +3.7% | +14.4% |
| 3Y | +91.4% | +85.4% | +6.0% | +20.5% |
| All | +61.4% | +141.1% | -79.7% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling