+108.2%
T vs FCX
+101.5%
+6.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.7% | -0.2% |
| 7D | -1.5% | +5.7% | -7.3% | -1.4% |
| 30D | +7.6% | +10.1% | -2.4% | +7.8% |
| 3M | +15.3% | +20.2% | -4.9% | +15.7% |
| 6M | -8.5% | +29.7% | -38.1% | -8.1% |
| YTD | +6.8% | +51.9% | -45.2% | +7.0% |
| 1Y | -7.2% | +66.0% | -73.2% | -7.1% |
| 3Y | +108.2% | +102.7% | +5.5% | +101.9% |
| All | +108.2% | +101.5% | +6.8% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling