+70.8%
FCX vs TPG
+74.1%
-3.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -2.3% | -9.4% | +7.1% | +2.1% |
| 30D | +2.7% | -5.3% | +7.9% | +4.6% |
| 3M | +7.4% | +12.9% | -5.5% | +0.5% |
| 6M | +16.0% | +20.1% | -4.1% | +5.1% |
| YTD | +40.9% | -22.5% | +63.4% | +54.6% |
| 1Y | +56.4% | -19.7% | +76.1% | +68.7% |
| 3Y | +84.2% | +81.2% | +3.0% | +26.4% |
| All | +70.8% | +74.1% | -3.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling