+134.6%
FCX vs TRMB
-39.0%
+173.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +3.1% | -2.9% | +6.0% | +4.6% |
| 30D | +8.1% | -1.8% | +9.9% | +8.8% |
| 3M | +18.9% | +8.4% | +10.5% | +12.4% |
| 6M | +26.6% | -18.5% | +45.1% | +39.3% |
| YTD | +51.2% | -26.7% | +77.9% | +75.3% |
| 1Y | +75.6% | -28.3% | +103.9% | +106.5% |
| 3Y | +101.7% | +12.6% | +89.1% | +77.5% |
| 5Y | +134.6% | -38.7% | +173.3% | +192.9% |
| All | +134.6% | -39.0% | +173.6% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling