-44.0%
TSLL vs FCX
+53.6%
-97.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +3.4% |
| 7D | +0.5% | -0.8% | +1.2% | +2.4% |
| 30D | +2.7% | -15.1% | +17.7% | +17.2% |
| 3M | +26.3% | -9.6% | +35.9% | +37.0% |
| 6M | -37.2% | -3.1% | -34.1% | -34.2% |
| YTD | -44.2% | +23.4% | -67.7% | -51.9% |
| 1Y | -44.0% | +52.7% | -96.6% | -62.3% |
| All | -44.0% | +53.6% | -97.5% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling