+102.7%
FCX vs TRMB
+13.0%
+89.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.8% |
| 7D | +5.7% | -0.3% | +6.0% | +5.8% |
| 30D | +10.1% | -1.2% | +11.3% | +10.4% |
| 3M | +20.2% | +9.6% | +10.6% | +14.3% |
| 6M | +29.7% | -16.1% | +45.8% | +40.0% |
| YTD | +51.9% | -25.0% | +76.9% | +73.0% |
| 1Y | +66.0% | -27.7% | +93.7% | +93.2% |
| 3Y | +102.7% | +15.3% | +87.4% | +83.4% |
| All | +102.7% | +13.0% | +89.7% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling