+373.5%
FCX vs TRU
+183.1%
+190.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -14.7% | +21.3% | -36.0% | -22.9% |
| 3M | -11.2% | +0.2% | -11.4% | -12.8% |
| 6M | -11.4% | +22.4% | -33.8% | -22.7% |
| YTD | +17.7% | -4.8% | +22.6% | +13.3% |
| 1Y | +47.5% | -0.2% | +47.7% | +38.3% |
| 3Y | +83.9% | +57.9% | +26.0% | +28.6% |
| 5Y | +54.0% | -26.1% | +80.1% | +58.8% |
| All | +373.5% | +183.1% | +190.4% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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