+83.9%
FCX vs TSEM
+547.1%
-463.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +4.9% | +0.1% |
| 7D | -0.3% | +7.0% | -7.3% | -2.4% |
| 30D | -14.7% | -29.8% | +15.0% | -6.2% |
| 3M | -11.2% | -41.9% | +30.8% | +2.3% |
| 6M | -11.4% | -45.8% | +34.4% | +1.4% |
| YTD | +17.7% | +25.1% | -7.4% | -2.8% |
| 1Y | +47.5% | +48.2% | -0.8% | +13.2% |
| 3Y | +83.9% | +476.5% | -392.6% | -23.0% |
| All | +83.9% | +547.1% | -463.2% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling