+113.9%
FCX vs TLN
+589.3%
-475.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +3.1% | +5.8% | -2.7% | +1.5% |
| 30D | +8.1% | -6.9% | +15.0% | +9.9% |
| 3M | +18.9% | -10.9% | +29.8% | +22.1% |
| 6M | +26.6% | -4.6% | +31.2% | +27.0% |
| YTD | +51.2% | -14.7% | +65.9% | +54.5% |
| 1Y | +75.6% | -17.9% | +93.5% | +81.1% |
| 3Y | +101.7% | +483.9% | -382.2% | +24.8% |
| All | +113.9% | +589.3% | -475.4% | +36.4% |
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