-56.8%
TSLL vs FCX
+105.0%
-161.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +6.7% |
| 7D | -21.2% | -4.9% | -16.3% | -17.2% |
| 30D | -13.3% | -17.1% | +3.8% | +0.9% |
| 3M | +15.4% | -12.7% | +28.0% | +28.6% |
| 6M | -34.2% | -2.0% | -32.3% | -31.7% |
| YTD | -52.9% | +18.1% | -71.0% | -58.6% |
| 1Y | -54.3% | +55.2% | -109.5% | -67.4% |
| 3Y | -18.4% | +74.3% | -92.7% | -46.8% |
| All | -56.8% | +105.0% | -161.8% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling