+810.5%
FCX vs TSEM
-69.0%
+879.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +4.9% | -0.9% |
| 7D | -0.3% | +7.0% | -7.3% | -1.4% |
| 30D | -14.7% | -29.8% | +15.0% | -10.3% |
| 3M | -11.2% | -41.9% | +30.8% | -4.2% |
| 6M | -11.4% | -45.8% | +34.4% | -4.5% |
| YTD | +17.7% | +25.1% | -7.4% | +10.1% |
| 1Y | +47.5% | +48.2% | -0.8% | +34.3% |
| 3Y | +83.9% | +476.5% | -392.6% | +35.4% |
| 5Y | +54.0% | +301.4% | -247.5% | +18.2% |
| 10Y | +372.9% | +812.9% | -440.1% | +226.3% |
| All | +810.5% | -69.0% | +879.6% | +498.9% |
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