+70.3%
T vs FCX
+688.3%
-618.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -2.3% | +3.8% | +1.7% |
| 30D | +7.5% | +2.7% | +4.8% | +7.0% |
| 3M | +14.8% | +7.4% | +7.4% | +13.4% |
| 6M | -1.7% | +16.0% | -17.8% | -4.5% |
| YTD | +8.7% | +40.9% | -32.2% | +2.7% |
| 1Y | -7.5% | +56.4% | -63.9% | -14.2% |
| 3Y | +110.2% | +84.2% | +26.0% | +85.6% |
| 5Y | +71.6% | +114.6% | -43.0% | +43.8% |
| All | +70.3% | +688.3% | -618.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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