+2,869.4%
FCX vs TPR
+7,380.8%
-4,511.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| 3M | +4.6% | -12.5% | +17.1% | +9.6% |
| 6M | +10.8% | -21.4% | +32.3% | +21.3% |
| YTD | +44.2% | -3.5% | +47.7% | +43.2% |
| 1Y | +59.6% | +17.4% | +42.2% | +45.4% |
| 3Y | +82.2% | +291.3% | -209.0% | -6.0% |
| 5Y | +115.6% | +241.9% | -126.3% | +13.3% |
| 10Y | +670.6% | +322.7% | +347.9% | +231.4% |
| All | +2,869.4% | +7,380.8% | -4,511.3% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling