+900.1%
T vs FCX
+1,056.8%
-156.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | +11.4% | +4.8% | +6.5% | +10.6% |
| 3M | +14.3% | +4.6% | +9.7% | +13.1% |
| 6M | -9.3% | +10.8% | -20.1% | -11.4% |
| YTD | +7.1% | +44.2% | -37.1% | +0.8% |
| 1Y | -9.1% | +59.6% | -68.7% | -16.0% |
| 3Y | +105.3% | +82.2% | +23.1% | +82.3% |
| 5Y | +66.8% | +115.6% | -48.8% | +41.4% |
| 10Y | +66.8% | +670.6% | -603.8% | +11.0% |
| All | +900.1% | +1,056.8% | -156.7% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling