+75.6%
FCX vs TLN
-18.5%
+94.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +3.1% | +5.8% | -2.7% | +1.1% |
| 30D | +8.1% | -6.9% | +15.0% | +10.4% |
| 3M | +18.9% | -10.9% | +29.8% | +22.8% |
| 6M | +26.6% | -4.6% | +31.2% | +26.9% |
| YTD | +51.2% | -14.7% | +65.9% | +54.2% |
| 1Y | +75.6% | -17.9% | +93.5% | +68.1% |
| All | +75.6% | -18.5% | +94.0% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling