+48.1%
TSLA vs FCX
+116.3%
-68.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | +1.5% |
| 7D | -3.4% | -1.9% | -1.5% | -2.8% |
| 30D | +9.2% | +3.4% | +5.8% | +7.3% |
| 3M | -4.7% | +15.0% | -19.7% | -10.6% |
| 6M | -8.9% | +14.6% | -23.6% | -15.3% |
| YTD | -19.2% | +41.2% | -60.4% | -31.9% |
| 1Y | +4.5% | +60.4% | -55.8% | -17.9% |
| 3Y | +46.3% | +88.4% | -42.1% | +2.8% |
| 5Y | +48.1% | +115.0% | -66.9% | -1.6% |
| All | +48.1% | +116.3% | -68.2% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling