+84.2%
FCX vs TPG
+81.8%
+2.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -2.3% | -9.4% | +7.1% | +1.7% |
| 30D | +2.7% | -5.3% | +7.9% | +4.4% |
| 3M | +7.4% | +12.9% | -5.5% | +0.8% |
| 6M | +16.0% | +20.1% | -4.1% | +5.8% |
| YTD | +40.9% | -22.5% | +63.4% | +54.3% |
| 1Y | +56.4% | -19.7% | +76.1% | +68.5% |
| 3Y | +84.2% | +81.2% | +3.0% | +27.0% |
| All | +84.2% | +81.8% | +2.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling