+130.2%
FCX vs TECK
+199.3%
-69.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +1.1% |
| 7D | +3.1% | +4.9% | -1.8% | -0.4% |
| 30D | +8.1% | +5.2% | +2.9% | +4.5% |
| 3M | +18.9% | +13.8% | +5.1% | +8.4% |
| 6M | +26.6% | +38.5% | -11.9% | 0.0% |
| YTD | +51.2% | +47.3% | +3.8% | +14.2% |
| 1Y | +75.6% | +81.0% | -5.4% | +13.1% |
| 3Y | +101.7% | +79.9% | +21.9% | +27.2% |
| All | +130.2% | +199.3% | -69.1% | -10.4% |
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 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