+97.6%
FCX vs TRV
+140.3%
-42.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +3.1% | +0.2% | +2.9% | +3.1% |
| 30D | +8.1% | -2.3% | +10.4% | +8.2% |
| 3M | +18.9% | +22.7% | -3.8% | +16.9% |
| 6M | +26.6% | +21.9% | +4.7% | +24.5% |
| YTD | +51.2% | +27.5% | +23.7% | +47.6% |
| 1Y | +75.6% | +36.2% | +39.3% | +69.0% |
| All | +97.6% | +140.3% | -42.7% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling