+83.9%
FCX vs TRU
+58.0%
+25.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -14.7% | +21.3% | -36.0% | -20.3% |
| 3M | -11.2% | +0.2% | -11.4% | -12.0% |
| 6M | -11.4% | +22.4% | -33.8% | -19.8% |
| YTD | +17.7% | -4.8% | +22.6% | +16.1% |
| 1Y | +47.5% | -0.2% | +47.7% | +41.9% |
| 3Y | +83.9% | +57.9% | +26.0% | +29.8% |
| All | +83.9% | +58.0% | +25.9% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling