+55.4%
FCX vs TPR
+230.3%
-174.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -14.7% | +15.1% | -29.8% | -20.1% |
| 3M | -11.2% | +3.5% | -14.7% | -13.4% |
| 6M | -11.4% | +0.4% | -11.8% | -13.5% |
| YTD | +17.7% | +4.6% | +13.1% | +11.7% |
| 1Y | +47.5% | +33.1% | +14.4% | +25.4% |
| 3Y | +83.9% | +396.0% | -312.1% | -18.0% |
| All | +55.4% | +230.3% | -174.9% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling