+1,015.5%
FCX vs TRMB
+1,119.9%
-104.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | -4.9% | -2.5% | -2.3% | -4.2% |
| 30D | +4.8% | +1.5% | +3.3% | +4.2% |
| 3M | +4.6% | +6.8% | -2.2% | +2.2% |
| 6M | +10.8% | -14.9% | +25.8% | +15.0% |
| YTD | +44.2% | -24.1% | +68.3% | +53.8% |
| 1Y | +59.6% | -25.4% | +85.0% | +71.3% |
| 3Y | +82.2% | +8.0% | +74.2% | +75.7% |
| 5Y | +115.6% | -37.3% | +152.9% | +139.1% |
| 10Y | +670.6% | +116.8% | +553.7% | +540.3% |
| All | +1,015.5% | +1,119.9% | -104.4% | +645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling