+373.5%
FCX vs TRMB
+102.3%
+271.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -0.3% | +2.8% | -3.1% | -1.9% |
| 30D | -14.7% | -5.9% | -8.9% | -13.4% |
| 3M | -11.2% | -3.3% | -7.9% | -11.6% |
| 6M | -11.4% | +1.3% | -12.7% | -15.6% |
| YTD | +17.7% | -29.0% | +46.7% | +38.3% |
| 1Y | +47.5% | -27.8% | +75.2% | +71.2% |
| 3Y | +83.9% | +36.3% | +47.6% | +36.6% |
| 5Y | +54.0% | -35.8% | +89.8% | +81.9% |
| All | +373.5% | +102.3% | +271.2% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling