+701.1%
FCX vs TPR
+305.2%
+395.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.7% | +9.1% | +7.2% |
| 7D | +5.7% | -3.4% | +9.1% | +7.4% |
| 30D | +10.1% | -27.3% | +37.4% | +27.7% |
| 3M | +20.2% | -16.2% | +36.4% | +29.3% |
| 6M | +29.7% | -17.9% | +47.6% | +40.2% |
| YTD | +51.9% | -7.1% | +59.0% | +52.9% |
| 1Y | +66.0% | +13.6% | +52.4% | +50.5% |
| 3Y | +102.7% | +293.7% | -191.0% | -9.2% |
| 5Y | +138.9% | +239.1% | -100.2% | +9.4% |
| 10Y | +701.1% | +311.2% | +389.9% | +153.0% |
| All | +701.1% | +305.2% | +395.8% | +153.0% |
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