+83.3%
FCX vs TPG
+78.6%
+4.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.3% |
| 7D | +3.1% | -6.5% | +9.6% | +6.1% |
| 30D | +8.1% | +0.1% | +8.0% | +7.3% |
| 3M | +18.9% | +14.5% | +4.4% | +10.6% |
| 6M | +26.6% | +17.3% | +9.3% | +15.8% |
| YTD | +51.2% | -20.5% | +71.7% | +63.9% |
| 1Y | +75.6% | -13.2% | +88.8% | +82.4% |
| 3Y | +101.7% | +87.7% | +14.0% | +36.1% |
| All | +83.3% | +78.6% | +4.7% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling