+134.6%
FCX vs TRU
-36.4%
+171.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +3.1% | -6.5% | +9.6% | +5.4% |
| 30D | +8.1% | -2.5% | +10.6% | +8.7% |
| 3M | +18.9% | +10.4% | +8.6% | +12.6% |
| 6M | +26.6% | +1.6% | +25.0% | +23.1% |
| YTD | +51.2% | -9.7% | +60.9% | +51.9% |
| 1Y | +75.6% | -17.3% | +92.8% | +82.4% |
| 3Y | +101.7% | -1.8% | +103.5% | +90.2% |
| 5Y | +134.6% | -36.2% | +170.9% | +177.9% |
| All | +134.6% | -36.4% | +171.1% | +177.9% |
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