+83.9%
FCX vs TEL
+79.6%
+4.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -0.3% | +4.5% | -4.8% | -3.4% |
| 30D | -14.7% | +2.9% | -17.6% | -16.4% |
| 3M | -11.2% | +1.1% | -12.3% | -12.3% |
| 6M | -11.4% | +5.0% | -16.4% | -15.1% |
| YTD | +17.7% | -3.9% | +21.6% | +17.6% |
| 1Y | +47.5% | -7.4% | +54.9% | +51.2% |
| 3Y | +83.9% | +81.0% | +2.9% | -1.8% |
| All | +83.9% | +79.6% | +4.3% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling