+67.1%
FCX vs TLN
+630.2%
-563.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +0.7% |
| 7D | -4.9% | -1.3% | -3.6% | -4.8% |
| 30D | -17.1% | -10.5% | -6.6% | -14.9% |
| 3M | -12.7% | +0.1% | -12.8% | -13.5% |
| 6M | -2.0% | -17.4% | +15.4% | +1.6% |
| YTD | +18.1% | -9.7% | +27.7% | +18.0% |
| 1Y | +55.2% | -12.3% | +67.4% | +55.8% |
| 3Y | +74.3% | +528.3% | -453.9% | +5.1% |
| All | +67.1% | +630.2% | -563.1% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling