-20.8%
TLT vs FCX
+689.9%
-710.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -1.5% |
| 7D | -1.6% | -1.9% | +0.3% | -1.6% |
| 30D | -1.3% | +3.4% | -4.7% | -1.1% |
| 3M | -3.7% | +15.0% | -18.7% | -3.0% |
| 6M | -6.4% | +14.6% | -21.0% | -5.5% |
| YTD | -4.5% | +41.2% | -45.7% | -2.5% |
| 1Y | -5.9% | +60.4% | -66.2% | -3.1% |
| 3Y | -2.8% | +88.4% | -91.2% | +1.8% |
| 5Y | -35.1% | +115.0% | -150.1% | -30.1% |
| All | -20.8% | +689.9% | -710.7% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling