+57.5%
FCX vs TPR
+17.1%
+40.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | -2.3% | -2.6% | -3.9% |
| 30D | +4.8% | -23.0% | +27.8% | +16.5% |
| 3M | +4.6% | -12.5% | +17.1% | +9.0% |
| 6M | +10.8% | -21.4% | +32.3% | +20.3% |
| YTD | +44.2% | -3.5% | +47.7% | +41.6% |
| All | +57.5% | +17.1% | +40.5% | +24.9% |
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