+612.2%
FCX vs TEL
+316.2%
+296.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -3.5% |
| 7D | -2.3% | +1.6% | -3.9% | -3.9% |
| 30D | +2.7% | -0.7% | +3.3% | +2.5% |
| 3M | +7.4% | +2.4% | +5.0% | +3.6% |
| 6M | +16.0% | +4.1% | +11.9% | +9.0% |
| YTD | +40.9% | -5.8% | +46.7% | +43.6% |
| 1Y | +56.4% | +0.9% | +55.6% | +48.7% |
| 3Y | +84.2% | +72.6% | +11.6% | -0.6% |
| 5Y | +114.6% | +57.5% | +57.1% | +25.1% |
| All | +612.2% | +316.2% | +296.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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