+82.1%
FCX vs TRGP
+2,231.3%
-2,149.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -4.9% | +0.8% | -5.6% | -5.3% |
| 30D | +4.8% | +11.5% | -6.7% | -1.4% |
| 3M | +4.6% | +9.0% | -4.4% | -1.1% |
| 6M | +10.8% | +20.5% | -9.7% | -1.4% |
| YTD | +44.2% | +59.5% | -15.3% | +11.2% |
| 1Y | +59.6% | +77.9% | -18.3% | +15.4% |
| 3Y | +82.2% | +253.6% | -171.3% | -8.2% |
| 5Y | +115.6% | +615.5% | -499.8% | -22.7% |
| 10Y | +670.6% | +897.1% | -226.6% | +73.2% |
| All | +82.1% | +2,231.3% | -2,149.2% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling