+146.9%
FCX vs TOST
-48.0%
+194.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.9% | -3.4% | -1.5% | -4.2% |
| 30D | +4.8% | -2.4% | +7.3% | +5.3% |
| 3M | +4.6% | +34.6% | -30.0% | -2.1% |
| 6M | +10.8% | +15.2% | -4.4% | +6.3% |
| YTD | +44.2% | -4.4% | +48.6% | +43.1% |
| 1Y | +59.6% | -17.4% | +77.0% | +63.2% |
| 3Y | +82.2% | +54.5% | +27.8% | +57.0% |
| All | +146.9% | -48.0% | +194.9% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling