+102.2%
FCX vs TOST
-46.9%
+149.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | -4.9% | +9.4% | -14.3% | -6.7% |
| 30D | -17.1% | +13.5% | -30.6% | -19.4% |
| 3M | -12.7% | -0.1% | -12.5% | -12.9% |
| 6M | -2.0% | +22.5% | -24.4% | -7.3% |
| YTD | +18.1% | -2.4% | +20.4% | +16.3% |
| 1Y | +55.2% | -4.7% | +59.9% | +53.6% |
| 3Y | +74.3% | +103.2% | -28.9% | +41.7% |
| 5Y | +71.9% | -41.2% | +113.1% | +59.7% |
| All | +102.2% | -46.9% | +149.0% | +89.3% |
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