+34.4%
TSLA vs FCX
+96.2%
-61.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +3.0% | +3.1% | -0.1% | +1.6% |
| 30D | +11.2% | +8.1% | +3.0% | +7.0% |
| 3M | -7.3% | +18.9% | -26.2% | -14.6% |
| 6M | -7.7% | +26.6% | -34.3% | -18.2% |
| YTD | -18.2% | +51.2% | -69.4% | -34.2% |
| 1Y | +6.0% | +75.6% | -69.5% | -22.2% |
| All | +34.4% | +96.2% | -61.8% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling