+59.6%
FCX vs TRV
+34.7%
+24.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | -0.2% |
| 7D | -4.9% | -0.1% | -4.7% | -4.9% |
| 30D | +4.8% | -3.4% | +8.2% | +3.6% |
| 3M | +4.6% | +26.4% | -21.8% | +14.6% |
| 6M | +10.8% | +19.3% | -8.5% | +20.7% |
| YTD | +44.2% | +28.3% | +15.9% | +59.6% |
| 1Y | +59.6% | +34.3% | +25.3% | +75.9% |
| All | +59.6% | +34.7% | +24.9% | +75.9% |
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