-51.7%
TSLL vs FCX
+108.0%
-159.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +3.4% |
| 7D | -11.0% | -2.4% | -8.7% | -8.2% |
| 30D | -5.3% | -18.0% | +12.7% | +11.1% |
| 3M | +20.8% | -14.3% | +35.1% | +36.6% |
| 6M | -36.0% | -1.7% | -34.3% | -33.6% |
| YTD | -47.3% | +19.8% | -67.1% | -54.2% |
| 1Y | -48.4% | +48.6% | -97.1% | -61.9% |
| 3Y | -5.4% | +85.8% | -91.3% | -40.3% |
| All | -51.7% | +108.0% | -159.7% | -71.7% |
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