+314.7%
FCX vs TRU
+238.0%
+76.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +3.2% |
| 7D | -4.9% | -6.8% | +1.9% | -1.6% |
| 30D | +4.8% | 0.0% | +4.8% | +4.4% |
| 3M | +4.6% | +13.3% | -8.7% | -4.3% |
| 6M | +10.8% | +3.4% | +7.4% | +5.5% |
| YTD | +44.2% | -6.4% | +50.6% | +41.5% |
| 1Y | +59.6% | -9.7% | +69.3% | +58.3% |
| 3Y | +82.2% | +0.1% | +82.1% | +59.7% |
| 5Y | +115.6% | -34.0% | +149.7% | +141.1% |
| 10Y | +670.6% | +147.9% | +522.7% | +216.0% |
| All | +314.7% | +238.0% | +76.7% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling