+60.3%
FCX vs TRI
-22.4%
+82.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +2.7% |
| 7D | -6.0% | +1.0% | -7.0% | -5.7% |
| 30D | -13.6% | +20.8% | -34.3% | -9.6% |
| 3M | -6.8% | +8.1% | -14.9% | -4.2% |
| 6M | +13.2% | +24.2% | -11.0% | +22.5% |
| YTD | +24.4% | -7.8% | +32.2% | +38.7% |
| 1Y | +60.3% | -16.7% | +76.9% | +85.4% |
| All | +60.3% | -22.4% | +82.7% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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