+60.3%
FCX vs TRV
+54.4%
+5.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +3.0% |
| 7D | -6.0% | +3.9% | -9.9% | -4.3% |
| 30D | -13.6% | +13.5% | -27.0% | -8.1% |
| 3M | -6.8% | +8.9% | -15.7% | -2.5% |
| 6M | +13.2% | +36.8% | -23.6% | +34.2% |
| YTD | +24.4% | +42.7% | -18.3% | +52.8% |
| 1Y | +60.3% | +49.9% | +10.4% | +94.7% |
| All | +60.3% | +54.4% | +5.9% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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