-33.7%
TLT vs FCX
+127.3%
-161.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.4% | 0.0% |
| 7D | +0.4% | +5.7% | -5.3% | +0.4% |
| 30D | -0.3% | +10.1% | -10.4% | -0.3% |
| 3M | -1.7% | +20.2% | -21.9% | -1.8% |
| 6M | -4.9% | +29.7% | -34.6% | -5.0% |
| YTD | -2.8% | +51.9% | -54.7% | -2.9% |
| 1Y | -4.2% | +66.0% | -70.2% | -4.3% |
| 3Y | -1.1% | +102.7% | -103.8% | -1.1% |
| 5Y | -33.7% | +138.9% | -172.6% | -31.5% |
| All | -33.7% | +127.3% | -161.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling