+130.2%
FCX vs TEL
+50.4%
+79.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | +3.1% | +1.2% | +1.9% | +1.9% |
| 30D | +8.1% | -4.1% | +12.2% | +11.1% |
| 3M | +18.9% | -2.6% | +21.5% | +20.3% |
| 6M | +26.6% | 0.0% | +26.6% | +23.9% |
| YTD | +51.2% | -9.1% | +60.2% | +58.5% |
| 1Y | +75.6% | -0.8% | +76.4% | +70.3% |
| 3Y | +101.7% | +67.4% | +34.3% | +18.2% |
| All | +130.2% | +50.4% | +79.8% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling