+56.4%
FCX vs TRU
-13.7%
+70.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -2.3% | -2.7% | +0.4% | -2.3% |
| 30D | +2.7% | -2.0% | +4.7% | +2.7% |
| 3M | +7.4% | +18.4% | -11.1% | +5.8% |
| 6M | +16.0% | +8.9% | +7.2% | +14.9% |
| YTD | +40.9% | -8.9% | +49.9% | +43.0% |
| 1Y | +56.4% | -15.9% | +72.3% | +61.0% |
| All | +56.4% | -13.7% | +70.1% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling