+115.0%
FCX vs TLN
+602.5%
-487.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.6% | +4.6% |
| 7D | +5.7% | +10.9% | -5.2% | +2.8% |
| 30D | +10.1% | -6.3% | +16.4% | +11.7% |
| 3M | +20.2% | -10.7% | +30.9% | +23.3% |
| 6M | +29.7% | +1.6% | +28.0% | +27.9% |
| YTD | +51.9% | -13.1% | +65.0% | +54.5% |
| 1Y | +66.0% | -15.1% | +81.0% | +69.7% |
| 3Y | +102.7% | +495.0% | -392.3% | +24.8% |
| All | +115.0% | +602.5% | -487.5% | +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 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