+59.6%
FCX vs TPR
+18.2%
+41.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -4.9% | -2.7% | -2.2% | -3.8% |
| 30D | +4.8% | -23.3% | +28.1% | +16.7% |
| 3M | +4.6% | -12.8% | +17.4% | +9.2% |
| 6M | +10.8% | -21.7% | +32.6% | +20.5% |
| YTD | +44.2% | -3.9% | +48.1% | +41.9% |
| 1Y | +59.6% | +16.9% | +42.7% | +28.2% |
| All | +59.6% | +18.2% | +41.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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