+70.4%
FCX vs TOST
-40.0%
+110.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | -1.0% | +4.0% | -5.1% | -1.9% |
| 30D | -15.2% | +11.1% | -26.3% | -17.2% |
| 3M | -10.3% | +0.8% | -11.1% | -10.7% |
| 6M | +1.6% | +38.8% | -37.2% | -6.3% |
| YTD | +23.9% | -2.1% | +25.9% | +21.9% |
| 1Y | +58.0% | -6.0% | +64.1% | +57.0% |
| 3Y | +94.6% | +149.8% | -55.2% | +51.5% |
| 5Y | +70.4% | -42.8% | +113.1% | +59.2% |
| All | +70.4% | -40.0% | +110.4% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling