+485.6%
FCX vs TPR
+383.4%
+102.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.1% |
| 7D | -4.9% | +14.2% | -19.1% | -11.4% |
| 30D | -17.1% | +17.1% | -34.2% | -23.9% |
| 3M | -12.7% | -17.7% | +5.1% | -5.8% |
| 6M | -2.0% | -10.2% | +8.2% | +0.1% |
| YTD | +18.1% | +4.9% | +13.2% | +10.7% |
| 1Y | +55.2% | +36.1% | +19.0% | +27.1% |
| 3Y | +74.3% | +416.5% | -342.1% | -32.3% |
| 5Y | +71.9% | +254.8% | -182.9% | -22.9% |
| All | +485.6% | +383.4% | +102.2% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling