+776.7%
T vs FCX
+890.2%
-113.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.1% |
| 7D | +2.0% | -0.8% | +2.7% | +2.0% |
| 30D | -1.0% | -15.1% | +14.0% | +0.7% |
| 3M | -8.1% | -9.6% | +1.5% | -7.4% |
| 6M | -8.3% | -3.1% | -5.2% | -8.8% |
| YTD | -6.1% | +23.4% | -29.6% | -10.3% |
| 1Y | -7.4% | +52.7% | -60.0% | -13.9% |
| 3Y | +65.4% | +91.4% | -25.9% | +45.2% |
| 5Y | +57.6% | +62.7% | -5.1% | +38.4% |
| 10Y | +61.4% | +395.9% | -334.5% | +13.4% |
| All | +776.7% | +890.2% | -113.4% | +401.9% |
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