+613.6%
FCX vs TSEM
+1,289.9%
-676.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.9% | -2.7% | -5.0% |
| 7D | -1.9% | +0.9% | -2.8% | -2.3% |
| 30D | +3.4% | -16.6% | +20.0% | +10.3% |
| 3M | +15.0% | -10.9% | +25.9% | +15.1% |
| 6M | +14.6% | +78.0% | -63.4% | -18.0% |
| YTD | +41.2% | +77.2% | -36.0% | -0.6% |
| 1Y | +60.4% | +207.6% | -147.2% | -13.3% |
| 3Y | +88.4% | +637.8% | -549.4% | -36.2% |
| 5Y | +115.0% | +617.0% | -501.9% | -30.9% |
| All | +613.6% | +1,289.9% | -676.3% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSEM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling