+1,342.0%
FCX vs TRI
+518.6%
+823.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.5% | +11.8% | +9.8% |
| 7D | +5.7% | -7.1% | +12.8% | +10.2% |
| 30D | +10.1% | -2.3% | +12.4% | +9.9% |
| 3M | +20.2% | +19.6% | +0.6% | -1.6% |
| 6M | +29.7% | -8.7% | +38.4% | +23.7% |
| YTD | +51.9% | -22.3% | +74.2% | +57.2% |
| 1Y | +66.0% | -40.7% | +106.6% | +113.6% |
| 3Y | +102.7% | -17.8% | +120.5% | +86.3% |
| 5Y | +138.9% | -8.5% | +147.4% | +96.4% |
| 10Y | +701.1% | +192.6% | +508.5% | +121.6% |
| All | +1,342.0% | +518.6% | +823.4% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling