+663.9%
FCX vs TSEM
+1,346.7%
-682.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +3.1% | +4.7% | -1.6% | +1.1% |
| 30D | +8.1% | -14.2% | +22.4% | +14.0% |
| 3M | +18.9% | -5.0% | +24.0% | +16.0% |
| 6M | +26.6% | +87.6% | -61.0% | -11.4% |
| YTD | +51.2% | +84.4% | -33.3% | +4.7% |
| 1Y | +75.6% | +235.4% | -159.9% | -8.6% |
| 3Y | +101.7% | +668.0% | -566.3% | -32.8% |
| 5Y | +134.6% | +644.7% | -510.1% | -25.7% |
| All | +663.9% | +1,346.7% | -682.8% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling