+111.4%
FCX vs TOST
-47.7%
+159.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.3% |
| 7D | -0.8% | -3.6% | +2.8% | 0.0% |
| 30D | -15.1% | +8.9% | -23.9% | -16.7% |
| 3M | -9.6% | -2.2% | -7.4% | -9.5% |
| 6M | -3.1% | +41.0% | -44.0% | -10.8% |
| YTD | +23.4% | -4.0% | +27.4% | +22.0% |
| 1Y | +52.7% | -9.6% | +62.3% | +52.9% |
| 3Y | +91.4% | +141.7% | -50.3% | +50.5% |
| 5Y | +62.7% | -29.5% | +92.2% | +46.2% |
| All | +111.4% | -47.7% | +159.1% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling