+63.8%
FCX vs TEM
+60.7%
+3.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.4% |
| 7D | +5.7% | +3.2% | +2.5% | +5.2% |
| 30D | +10.1% | +23.5% | -13.5% | +6.5% |
| 3M | +20.2% | +32.3% | -12.1% | +14.6% |
| 6M | +29.7% | +23.0% | +6.7% | +24.3% |
| YTD | +51.9% | +8.9% | +43.1% | +47.3% |
| 1Y | +66.0% | -19.9% | +85.8% | +66.6% |
| All | +63.8% | +60.7% | +3.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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