-11.4%
TLT vs FCX
+389.5%
-401.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.2% |
| 7D | -1.0% | -0.8% | -0.3% | -1.0% |
| 30D | +4.1% | -15.1% | +19.2% | +3.4% |
| 3M | -0.4% | -9.6% | +9.3% | -0.7% |
| 6M | -3.2% | -3.1% | -0.1% | -3.1% |
| YTD | -3.5% | +23.4% | -27.0% | -2.0% |
| 1Y | -5.8% | +52.7% | -58.5% | -3.3% |
| 3Y | +4.6% | +91.4% | -86.8% | +10.0% |
| 5Y | -34.4% | +62.7% | -97.1% | -30.7% |
| 10Y | -11.4% | +395.9% | -407.3% | +10.3% |
| All | -11.4% | +389.5% | -401.0% | +10.3% |
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 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