-13.3%
TSLA vs FCX
+58.1%
-71.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -3.8% |
| 7D | -4.7% | -6.0% | +1.3% | -2.6% |
| 30D | +1.7% | -13.6% | +15.3% | +7.3% |
| 3M | +17.7% | -6.8% | +24.5% | +20.0% |
| 6M | -1.9% | +13.2% | -15.0% | -5.7% |
| YTD | -14.3% | +24.4% | -38.7% | -23.2% |
| 1Y | -13.3% | +60.3% | -73.6% | -33.5% |
| All | -13.3% | +58.1% | -71.4% | -33.5% |
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 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