+373.5%
FCX vs TRGP
+822.5%
-448.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.3% | +12.4% | -12.7% | -5.3% |
| 30D | -14.7% | +2.6% | -17.3% | -16.1% |
| 3M | -11.2% | +11.9% | -23.0% | -16.4% |
| 6M | -11.4% | +13.9% | -25.3% | -18.1% |
| YTD | +17.7% | +64.2% | -46.5% | -8.7% |
| 1Y | +47.5% | +78.5% | -31.0% | +10.0% |
| 3Y | +83.9% | +272.9% | -189.0% | -3.8% |
| 5Y | +54.0% | +510.7% | -456.8% | -34.7% |
| All | +373.5% | +822.5% | -448.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling