+57.5%
T vs FCX
+63.7%
-6.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.3% |
| 7D | +2.0% | -0.8% | +2.7% | +2.0% |
| 30D | -1.0% | -15.1% | +14.0% | -0.4% |
| 3M | -8.1% | -9.6% | +1.5% | -7.9% |
| 6M | -8.3% | -3.1% | -5.2% | -8.6% |
| YTD | -6.1% | +23.4% | -29.6% | -8.8% |
| 1Y | -7.4% | +52.7% | -60.0% | -11.8% |
| 3Y | +65.4% | +91.4% | -25.9% | +47.8% |
| All | +57.5% | +63.7% | -6.1% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling