+97.0%
FCX vs TOST
-46.1%
+143.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.4% |
| 7D | -12.5% | +11.6% | -24.1% | -14.5% |
| 30D | -20.0% | +16.2% | -36.3% | -22.6% |
| 3M | -16.4% | +1.0% | -17.4% | -16.8% |
| 6M | +0.8% | +23.2% | -22.4% | -4.8% |
| YTD | +15.1% | -1.0% | +16.0% | +13.0% |
| 1Y | +45.3% | -9.9% | +55.2% | +45.8% |
| 3Y | +70.9% | +101.0% | -30.1% | +39.3% |
| 5Y | +67.5% | -40.4% | +107.9% | +55.1% |
| All | +97.0% | -46.1% | +143.1% | +83.9% |
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