+206.2%
FCX vs TSLQ
-97.0%
+303.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | +1.9% |
| 7D | -4.9% | -5.8% | +0.9% | -5.4% |
| 30D | +4.8% | -22.1% | +26.9% | +1.8% |
| 3M | +4.6% | +10.1% | -5.4% | +9.1% |
| 6M | +10.8% | -6.8% | +17.6% | +14.9% |
| YTD | +44.2% | +8.5% | +35.7% | +53.1% |
| 1Y | +59.6% | -49.7% | +109.3% | +56.8% |
| 3Y | +82.2% | -95.6% | +177.9% | +57.9% |
| All | +206.2% | -97.0% | +303.2% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling