+149.9%
FCX vs TSLQ
-97.8%
+247.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.7% | -1.5% |
| 7D | -0.3% | -16.8% | +16.5% | -2.7% |
| 30D | -14.7% | -18.0% | +3.2% | -16.2% |
| 3M | -11.2% | -34.5% | +23.3% | -14.5% |
| 6M | -11.4% | -8.9% | -2.5% | -8.4% |
| YTD | +17.7% | -19.0% | +36.7% | +21.8% |
| 1Y | +47.5% | -38.2% | +85.7% | +48.2% |
| 3Y | +83.9% | -96.9% | +180.8% | +53.0% |
| All | +149.9% | -97.8% | +247.7% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling