-5.6%
TLT vs FCX
+58.1%
-63.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +1.0% | -6.0% | +7.0% | +1.1% |
| 30D | +6.0% | -13.6% | +19.6% | +6.5% |
| 3M | -0.9% | -6.8% | +5.9% | -0.7% |
| 6M | -2.3% | +13.2% | -15.4% | -2.7% |
| YTD | -3.3% | +24.4% | -27.7% | -3.8% |
| 1Y | -5.6% | +60.3% | -65.9% | -5.6% |
| All | -5.6% | +58.1% | -63.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling