+60.3%
FCX vs TPG
+0.9%
+59.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +0.6% |
| 7D | -6.0% | +12.5% | -18.5% | -8.1% |
| 30D | -13.6% | +12.7% | -26.3% | -15.7% |
| 3M | -6.8% | +3.5% | -10.3% | -7.8% |
| 6M | +13.2% | +14.1% | -0.9% | +8.3% |
| YTD | +24.4% | -18.5% | +42.9% | +22.9% |
| 1Y | +60.3% | -1.8% | +62.1% | +47.3% |
| All | +60.3% | +0.9% | +59.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling