+85.3%
FCX vs TPR
+292.1%
-206.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.1% |
| 3M | +4.6% | -12.5% | +17.1% | +9.3% |
| 6M | +10.8% | -21.4% | +32.3% | +20.8% |
| YTD | +44.2% | -3.5% | +47.7% | +43.0% |
| 1Y | +59.6% | +17.4% | +42.2% | +44.9% |
| All | +85.3% | +292.1% | -206.7% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling