+60.3%
FCX vs TRMB
-31.2%
+91.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -17.3% | +18.7% | +2.9% |
| 7D | -6.0% | -15.7% | +9.7% | -4.8% |
| 30D | -13.6% | -7.8% | -5.8% | -13.6% |
| 3M | -6.8% | -9.3% | +2.5% | -6.6% |
| 6M | +13.2% | -20.8% | +34.0% | +19.5% |
| YTD | +24.4% | -30.8% | +55.2% | +40.7% |
| 1Y | +60.3% | -31.0% | +91.3% | +81.2% |
| All | +60.3% | -31.2% | +91.5% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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