+77.7%
TSLA vs FCX
+86.6%
-9.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.9% |
| 7D | +15.6% | +4.4% | +11.2% | +13.4% |
| 30D | +5.9% | -16.3% | +22.3% | +14.5% |
| 3M | +21.4% | -12.5% | +33.8% | +28.0% |
| 6M | -8.3% | -8.0% | -0.3% | -5.8% |
| YTD | -11.6% | +20.1% | -31.8% | -21.3% |
| 1Y | -7.7% | +45.9% | -53.6% | -25.1% |
| All | +77.7% | +86.6% | -9.0% | +15.2% |
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