+199.2%
FCX vs TSLQ
-97.2%
+296.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.3% |
| 7D | -2.3% | -6.6% | +4.3% | -3.1% |
| 30D | +2.7% | -24.3% | +27.0% | -0.6% |
| 3M | +7.4% | -3.6% | +11.0% | +9.5% |
| 6M | +16.0% | -12.0% | +28.0% | +19.4% |
| YTD | +40.9% | +1.4% | +39.6% | +48.4% |
| 1Y | +56.4% | -43.6% | +100.0% | +55.9% |
| 3Y | +84.2% | -95.4% | +179.6% | +61.2% |
| All | +199.2% | -97.2% | +296.4% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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