+92.8%
FCX vs TPR
+407.3%
-314.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.6% |
| 7D | -0.8% | +6.4% | -7.2% | -3.4% |
| 30D | -15.1% | +13.8% | -28.8% | -19.7% |
| 3M | -9.6% | -16.6% | +7.0% | -3.7% |
| 6M | -3.1% | +0.7% | -3.7% | -5.3% |
| YTD | +23.4% | +5.3% | +18.1% | +17.3% |
| 1Y | +52.7% | +32.4% | +20.3% | +30.8% |
| All | +92.8% | +407.3% | -314.5% | -21.9% |
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 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