+75.3%
FCX vs TLN
+683.0%
-607.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.2% | -2.3% | +2.9% |
| 7D | -1.0% | +9.1% | -10.1% | -3.6% |
| 30D | -15.2% | -4.1% | -11.2% | -14.5% |
| 3M | -10.3% | +4.4% | -14.7% | -12.1% |
| 6M | +1.6% | -6.0% | +7.6% | +1.8% |
| YTD | +23.9% | -3.1% | +27.0% | +21.5% |
| 1Y | +58.0% | -6.1% | +64.1% | +55.8% |
| 3Y | +94.6% | +575.3% | -480.8% | +15.0% |
| All | +75.3% | +683.0% | -607.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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