+60.4%
FCX vs TRGP
+84.8%
-24.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | +3.4% | +10.0% | -6.6% | +4.0% |
| 3M | +15.0% | +7.6% | +7.4% | +15.6% |
| 6M | +14.6% | +26.8% | -12.1% | +13.3% |
| YTD | +41.2% | +60.6% | -19.3% | +37.0% |
| 1Y | +60.4% | +82.5% | -22.1% | +54.3% |
| All | +60.4% | +84.8% | -24.4% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling