+97.6%
FCX vs TRGP
+261.7%
-164.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +3.1% | -0.7% | +3.8% | +3.4% |
| 30D | +8.1% | +9.5% | -1.3% | +4.2% |
| 3M | +18.9% | +10.8% | +8.1% | +13.1% |
| 6M | +26.6% | +25.3% | +1.3% | +12.7% |
| YTD | +51.2% | +60.3% | -9.1% | +19.2% |
| 1Y | +75.6% | +84.6% | -9.0% | +27.5% |
| All | +97.6% | +261.7% | -164.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling