+55.4%
FCX vs TRU
-26.5%
+81.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.9% |
| 3M | -11.2% | +0.2% | -11.4% | -12.2% |
| 6M | -11.4% | +22.4% | -33.8% | -20.1% |
| YTD | +17.7% | -4.8% | +22.6% | +15.1% |
| 1Y | +47.5% | -0.2% | +47.7% | +41.1% |
| 3Y | +83.9% | +57.9% | +26.0% | +42.6% |
| All | +55.4% | -26.5% | +81.8% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling