+1,015.5%
FCX vs TSEM
-53.1%
+1,068.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.6% | -1.0% |
| 7D | -4.9% | +6.9% | -11.8% | -5.9% |
| 30D | +4.8% | +5.3% | -0.5% | +3.6% |
| 3M | +4.6% | -14.9% | +19.5% | +5.9% |
| 6M | +10.8% | +80.0% | -69.2% | -1.0% |
| YTD | +44.2% | +89.4% | -45.1% | +27.4% |
| 1Y | +59.6% | +253.1% | -193.5% | +27.9% |
| 3Y | +82.2% | +642.1% | -559.9% | +29.6% |
| 5Y | +115.6% | +659.1% | -543.5% | +51.5% |
| 10Y | +670.6% | +1,291.4% | -620.8% | +401.5% |
| All | +1,015.5% | -53.1% | +1,068.6% | +592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling