+60.3%
FCX vs TOST
+2.2%
+58.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.1% | +1.1% |
| 7D | -6.0% | +10.7% | -16.7% | -6.5% |
| 30D | -13.6% | +17.7% | -31.3% | -14.4% |
| 3M | -6.8% | +4.6% | -11.4% | -7.0% |
| 6M | +13.2% | +20.3% | -7.1% | +13.1% |
| YTD | +24.4% | -0.4% | +24.8% | +28.2% |
| 1Y | +60.3% | -0.8% | +61.0% | +64.8% |
| All | +60.3% | +2.2% | +58.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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