+2,650.1%
TSLA vs FCX
+689.9%
+1,960.2%
-73.6%
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% | +1.4% |
| 7D | -3.4% | -1.9% | -1.5% | -2.8% |
| 30D | +9.2% | +3.4% | +5.8% | +7.4% |
| 3M | -4.7% | +15.0% | -19.7% | -10.3% |
| 6M | -8.9% | +14.6% | -23.6% | -14.9% |
| YTD | -19.2% | +41.2% | -60.4% | -31.1% |
| 1Y | +4.5% | +60.4% | -55.8% | -16.5% |
| 3Y | +46.3% | +88.4% | -42.1% | +6.9% |
| 5Y | +48.1% | +115.0% | -66.9% | -2.0% |
| All | +2,650.1% | +689.9% | +1,960.2% | +906.1% |
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