+3,125.8%
TSLA vs FCX
+369.5%
+2,756.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | +8.9% | -0.3% | +9.2% | +9.0% |
| 30D | +6.3% | -14.7% | +21.0% | +13.3% |
| 3M | +14.8% | -11.2% | +25.9% | +20.0% |
| 6M | -12.4% | -11.4% | -1.0% | -8.7% |
| YTD | -13.2% | +17.7% | -31.0% | -20.8% |
| 1Y | -2.9% | +47.5% | -50.4% | -19.2% |
| 3Y | +74.4% | +83.9% | -9.5% | +28.1% |
| 5Y | +13.3% | +54.0% | -40.7% | -14.6% |
| All | +3,125.8% | +369.5% | +2,756.3% | +1,164.7% |
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