+1,470.6%
FCX vs TECK
+2,171.4%
-700.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +4.6% | +2.8% | +1.8% | +3.1% |
| 6M | +10.8% | +24.9% | -14.1% | -3.2% |
| YTD | +44.2% | +44.7% | -0.5% | +15.0% |
| 1Y | +59.6% | +112.0% | -52.4% | -1.8% |
| 3Y | +82.2% | +67.6% | +14.7% | +29.4% |
| 5Y | +115.6% | +200.3% | -84.7% | +4.3% |
| 10Y | +670.6% | +358.2% | +312.3% | +156.8% |
| All | +1,470.6% | +2,171.4% | -700.8% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling