+60.3%
FCX vs TPR
+20.9%
+39.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.2% |
| 7D | -6.0% | +12.6% | -18.7% | -9.5% |
| 30D | -13.6% | +7.1% | -20.7% | -15.5% |
| 3M | -6.8% | -19.4% | +12.6% | +0.3% |
| 6M | +13.2% | -9.7% | +22.9% | +14.8% |
| YTD | +24.4% | -1.0% | +25.4% | +24.9% |
| 1Y | +60.3% | +19.3% | +41.0% | +46.4% |
| All | +60.3% | +20.9% | +39.4% | +46.4% |
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